Parametrized Integration of Multifunctions with Applications to Control and Optimization

DOI10.1137/0327070zbMath0698.28004OpenAlexW2002043964MaRDI QIDQ3475514

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Publication date: 1989

Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/0327070

zbMATH Keywords

stochastic optimizationselectionscontrol theorymeasurable multifunctionFilippov lemmachattering controlsintegration of set-valued functions

Mathematics Subject Classification ID

Set-valued set functions and measures; integration of set-valued functions; measurable selections (28B20) Existence of optimal solutions belonging to restricted classes (Lipschitz controls, bang-bang controls, etc.) (49J30) Control/observation systems governed by ordinary differential equations (93C15)

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On the parametrized integral of a multifunction: the unbounded case ⋮ A note on semi-Markov perfect equilibria in discounted stochastic games ⋮ Purification of Bayes Nash equilibrium with correlated types and interdependent payoffs ⋮ Parametrized integral of multifunctions in Banach spaces ⋮ Differentiating random upper semicontinuous functions under the integral sign ⋮ New results in the theory of multivalued mappings. II: Analysis and applications ⋮ Extremal choice equilibrium with applications to large games, stochastic games, \& endogenous institutions ⋮ Stochastic integrals and stochastic equations in set-valued and fuzzy-valued frameworks ⋮ On pure stationary almost Markov Nash equilibria in nonzero-sum ARAT stochastic games

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