I might be wrong, and I am sure someone will correct me if I am. I canot find the reference, but I remember reading a long time ago, the Yussupov pavilion was offered to one of the Yussupovas' princess (cannot recall which one) by one of the Tsars (cannot recall which one either) in exchange for an affair, which she denied, and got the plans from the architect, and built it hereself.
Could it be from "Lost Splendor"??.. I cannot remember.
Arturo Vega Llausás