Sequential decisions under uncertainty and the maximum theorem

DOI10.1016/0304-4068(95)00739-3zbMath0870.90006OpenAlexW2002699298MaRDI QIDQ2563821

Martin F. Hellwig

Publication date: 16 December 1996

Published in: Journal of Mathematical Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4068(95)00739-3

zbMATH Keywords

sequential decision problemsmaximum theoremdynamic-programmingtopology on the space of measures

Mathematics Subject Classification ID

Decision theory (91B06) Dynamic programming (90C39)

Related Items (16)

Approximation of martingale couplings on the line in the adapted weak topology ⋮ Geometry of information structures, strategic measures and associated stochastic control topologies ⋮ Existence of Team-Optimal Solutions in Static Teams with Common Information: A Topology of Information Approach ⋮ Adapted topologies and higher rank signatures ⋮ Sensitivity of Multiperiod Optimization Problems with Respect to the Adapted Wasserstein Distance ⋮ Fundamental properties of process distances ⋮ One Dimensional Martingale Rearrangement Couplings ⋮ A note on the adapted weak topology in discrete time ⋮ All adapted topologies are equal ⋮ Existence of an equilibrium for infinite horizon economies with and without complete information ⋮ Beliefs, payoffs, information: on the robustness of the BDP property in models with endogenous beliefs ⋮ The topology of information on the space of probability measures over Polish spaces ⋮ Adapted Wasserstein distances and stability in mathematical finance ⋮ Information, measurability, and continuous behavior. ⋮ Robustness to incorrect models and data-driven learning in average-cost optimal stochastic control ⋮ Estimating processes in adapted Wasserstein distance

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• Cheap Talk and Sequential Equilibria in Signaling Games
• Existence of Equilibrium of Plans, Prices, and Price Expectations in a Sequence of Markets
• Stochastic processes of temporary equilibria

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