Measurable Selection Theorems for Minimax Stochastic Optimization Problems

DOI10.1137/0323030zbMath0595.93070OpenAlexW2068324019MaRDI QIDQ3727852

Andrzej S. Nowak

Publication date: 1985

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

Full work available at URL: https://doi.org/10.1137/0323030

zbMATH Keywords

game theoryanalytic setsvalue functionBorel spacesminimax stochastic optimization problemsuniversally measurable selections

Mathematics Subject Classification ID

Set-valued set functions and measures; integration of set-valued functions; measurable selections (28B20) Optimal stochastic control (93E20) Existence of solutions for minimax problems (49J35) Stochastic games, stochastic differential games (91A15) Probabilistic measure theory (60A10) Probabilistic games; gambling (91A60) Analytic spaces (32C99)

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