Minimization of divergences on sets of signed measures

We consider the minimization problem of $ϕ$-divergences between a given probability measure $P$ and subsets $Ω$ of the vector space $\mathcal{M}_\mathcal{F}$ of all signed finite measures which integrate a given class $\mathcal{F}$ of bounded or unbounded measurable functions. The vector space $\mat... View More