Normal fields of functionals and optimal measurable sections (Q1359461)
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Normal fields of functionals and optimal measurable sections (English)
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8 February 1998
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Let \((A_t,t\in T;X)\) be a measurable field of metric spaces and \(f_t: A_t\to R\cup\{-\infty\}\) a family of functions. Define maximal reward as \(v(t):=\sup\{f_t(a): a\in A\}\). The main subject of the paper is the measurability of \(v\) and sufficient conditions for the existence of optimal masurable sections \(x^*\in X\) (=elements satisfying \(f_t(x^*(t))= v(t)\) for all \(t\in T\)). The results are applicable in decision theory.
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measurable multiselection
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normal integrands
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measurable field of metric spaces
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optimal masurable sections
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