Geodesic
On extension of stochastic constraints in the class of finitely additive probabilities
Trudy Instituta matematiki i mehaniki, Trudy Instituta Matematiki i Mekhaniki UrO RAN, Tome 5 (1998), pp. 277-300

Voir la notice de l'article provenant de la source Math-Net.Ru

A construction of extension of stochastic constraints is considered. The authors find conditions of asymptotic nonsensibility (robustness) in the problem of constructing the domain of attainability “in mean” under the relaxation of stochastic constraints. For such domains, the regularization procedures compensating the nonmonotone perturbation of parameters in constraints are discussed. The article also deals with applications of the mentioned construction to investigation of the attainability domain of a dynamic system subjected to random perturbations, when the sample information about statistics of these perturbations is only given. Compactification of the space of countably additive probabilities is realized in the class of positive finitely additive measures of norm 1. 
@article{TIMM_1998_5_a20,
     author = {N. M. Loginova and A. G. Chentsov},
     title = {On extension of stochastic constraints in the class of finitely additive probabilities},
     journal = {Trudy Instituta matematiki i mehaniki},
     pages = {277--300},
     publisher = {mathdoc},
     volume = {5},
     year = {1998},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/TIMM_1998_5_a20/}
}
TY  - JOUR
AU  - N. M. Loginova
AU  - A. G. Chentsov
TI  - On extension of stochastic constraints in the class of finitely additive probabilities
JO  - Trudy Instituta matematiki i mehaniki
PY  - 1998
SP  - 277
EP  - 300
VL  - 5
PB  - mathdoc
UR  - http://geodesic.mathdoc.fr/item/TIMM_1998_5_a20/
LA  - ru
ID  - TIMM_1998_5_a20
ER  - 
%0 Journal Article
%A N. M. Loginova
%A A. G. Chentsov
%T On extension of stochastic constraints in the class of finitely additive probabilities
%J Trudy Instituta matematiki i mehaniki
%D 1998
%P 277-300
%V 5
%I mathdoc
%U http://geodesic.mathdoc.fr/item/TIMM_1998_5_a20/
%G ru
%F TIMM_1998_5_a20
N. M. Loginova; A. G. Chentsov. On extension of stochastic constraints in the class of finitely additive probabilities. Trudy Instituta matematiki i mehaniki, Trudy Instituta Matematiki i Mekhaniki UrO RAN, Tome 5 (1998), pp. 277-300. http://geodesic.mathdoc.fr/item/TIMM_1998_5_a20/