Optimisation of measures on a hyperfinite adapted probability space

DOI10.1007/s10440-007-9174-2zbMath1134.28011OpenAlexW2043873492WikidataQ57543013 ScholiaQ57543013MaRDI QIDQ2467529

Sergio A. Albeverio, Frederik S. Herzberg

Publication date: 22 January 2008

Published in: Acta Applicandae Mathematicae (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10440-007-9174-2

zbMATH Keywords

nonstandard analysisLoeb measuresoptimisatioin in measure space

Mathematics Subject Classification ID

Microeconomic theory (price theory and economic markets) (91B24) Spaces of measures, convergence of measures (28A33) Nonstandard models in mathematics (03H05) Nonstandard measure theory (28E05) Existence of optimal solutions to problems involving randomness (49J55)

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The allure of infinitesimals: Sergio Albeverio and nonstandard analysis ⋮ Radon-Nikodym theorem in signed Loeb space

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