A selection theorem for optimization problems
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Publication:1235643
Cites work
- scientific article; zbMATH DE number 3216771 (Why is no real title available?)
- scientific article; zbMATH DE number 3298490 (Why is no real title available?)
- scientific article; zbMATH DE number 3320878 (Why is no real title available?)
- Markovian Decision Processes with Compact Action Spaces
- Selection theorems and their applications
Cited in
(35)- Endogenous mechanisms and Nash equilibrium in competitive contracting games
- A principle of randomization for coincidence points with applications
- Incentive compatible strategies for general Stackelberg games with incomplete information
- Me, myself and I: a general theory of non-Markovian time-inconsistent stochastic control for sophisticated agents
- Stochastic impulse control with regime-switching dynamics
- Nonexistence of Measurable Optimal Selections
- Bayesian incentive compatible mechanisms
- Central limit theorem under uncertain linear transformations
- Governmental incentives for Green bonds investment
- Optimal selling mechanisms for multiproduct monopolists: Incentive compatibility in the presence of budget constraints
- Conditions for optimality in dynamic programming and for the limit of n-stage optimal policies to be optimal
- Optimal investment for retail investors
- Policy iteration algorithms for zero-sum stochastic differential games with long-run average payoff criteria
- Markov decision processes with iterated coherent risk measures
- Existence of measurable optima in stochastic nonlinear programming and control
- Jensen's inequality for the lower semicontinuous quasiconvex envelope and relaxation of multidimensional control problems
- On a random volterra integral inclusion in banach spaces∗
- Time-inconsistent contract theory
- An analysis of transient Markov decision processes
- EUROPEAN OPTION PRICING WITH GENERAL TRANSACTION COSTS AND SHORT-SELLING CONSTRAINTS
- Measurable selection theorems for optimization problems
- Utility maximisation in a factor model with constant and proportional transaction costs
- Adaptive control of diffusion processes with a discounted reward criterion
- Nonrandomized strategy equilibria in noncooperative stochastic games with additive transition and reward structure
- Propagation of chaos for mean field Schrödinger problems
- Random fixed point theorems under weak topology features and application to random integral equations with lack of compactness
- Existence of optimal auctions in general environments
- Optimal dividend policy in discrete time
- Dominant strategy mechanisms for contract auctions with risk aversion and moral hazard
- Dynamic convex duality in constrained utility maximization
- ``Super-overtaking optimal policies for Markov control processes
- A general verification result for stochastic impulse control problems
- Analytically measurable selection of epsilon optimal transition kernals
- Optimal selectors for stochastic linear programs
- Catalog competition and stable nonlinear prices
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