A selection theorem for optimization problems

Decision theory (91B06) Nonlinear programming (90C30) Hamilton-Jacobi theories (49L99) Measurable and nonmeasurable functions, sequences of measurable functions, modes of convergence (28A20) Existence theories for problems in abstract spaces (49J27) Mathematical programming (90C99)

Cites Work

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Selection theorems and their applications
Markovian Decision Processes with Compact Action Spaces
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Cited In (35)

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Optimal selling mechanisms for multiproduct monopolists: Incentive compatibility in the presence of budget constraints
Existence of optimal auctions in general environments
Stochastic impulse control with regime-switching dynamics
On a random volterra integral inclusion in banach spaces^∗
Analytically measurable selection of epsilon optimal transition kernals
Existence of measurable optima in stochastic nonlinear programming and control
Incentive compatible strategies for general Stackelberg games with incomplete information
Nonexistence of Measurable Optimal Selections
Bayesian incentive compatible mechanisms
Nonrandomized strategy equilibria in noncooperative stochastic games with additive transition and reward structure
Governmental incentives for Green bonds investment
Optimal investment for retail investors
Jensen's inequality for the lower semicontinuous quasiconvex envelope and relaxation of multidimensional control problems
Me, myself and I: a general theory of non-Markovian time-inconsistent stochastic control for sophisticated agents
A General Verification Result for Stochastic Impulse Control Problems
Random fixed point theorems under weak topology features and application to random integral equations with lack of compactness
Optimal dividend policy in discrete time
Markov decision processes with iterated coherent risk measures
Time-inconsistent contract theory
Endogenous mechanisms and Nash equilibrium in competitive contracting games
Adaptive control of diffusion processes with a discounted reward criterion
Policy iteration algorithms for zero-sum stochastic differential games with long-run average payoff criteria
Catalog competition and stable nonlinear prices
Propagation of chaos for mean field Schrödinger problems
Conditions for optimality in dynamic programming and for the limit of n-stage optimal policies to be optimal
EUROPEAN OPTION PRICING WITH GENERAL TRANSACTION COSTS AND SHORT-SELLING CONSTRAINTS
Utility maximisation in a factor model with constant and proportional transaction costs
An analysis of transient Markov decision processes
Dynamic convex duality in constrained utility maximization

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