A selection theorem for optimization problems

From MaRDI portal
Publication:1235643

DOI10.1007/BF01238668zbMath0351.90069OpenAlexW380957011MaRDI QIDQ1235643

Manfred Schäl

Publication date: 1974

Published in: Archiv der Mathematik (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01238668




Related Items (33)

Bayesian incentive compatible mechanismsGovernmental incentives for Green bonds investmentRandom fixed point theorems under weak topology features and application to random integral equations with lack of compactnessDynamic convex duality in constrained utility maximizationMarkov decision processes with iterated coherent risk measuresExistence of measurable optima in stochastic nonlinear programming and control``Super-overtaking optimal policies for Markov control processesOptimal investment for retail investorsMe, myself and I: a general theory of non-Markovian time-inconsistent stochastic control for sophisticated agentsCentral limit theorem under uncertain linear transformationsA General Verification Result for Stochastic Impulse Control ProblemsUtility maximisation in a factor model with constant and proportional transaction costsCatalog competition and stable nonlinear pricesOptimal dividend policy in discrete timeConditions for optimality in dynamic programming and for the limit of n-stage optimal policies to be optimalPolicy iteration algorithms for zero-sum stochastic differential games with long-run average payoff criteriaOn a random volterra integral inclusion in banach spacesEUROPEAN OPTION PRICING WITH GENERAL TRANSACTION COSTS AND SHORT-SELLING CONSTRAINTSStochastic impulse control with regime-switching dynamicsAn analysis of transient Markov decision processesOptimal selectors for stochastic linear programsNonexistence of Measurable Optimal SelectionsMeasurable selection theorems for optimization problemsA principle of randomization for coincidence points with applicationsAdaptive control of diffusion processes with a discounted reward criterionJensen's inequality for the lower semicontinuous quasiconvex envelope and relaxation of multidimensional control problemsIncentive compatible strategies for general Stackelberg games with incomplete informationEndogenous mechanisms and Nash equilibrium in competitive contracting gamesOptimal selling mechanisms for multiproduct monopolists: Incentive compatibility in the presence of budget constraintsExistence of optimal auctions in general environmentsAnalytically measurable selection of epsilon optimal transition kernalsNonrandomized strategy equilibria in noncooperative stochastic games with additive transition and reward structureDominant strategy mechanisms for contract auctions with risk aversion and moral hazard



Cites Work


This page was built for publication: A selection theorem for optimization problems