Normal fields of functionals and optimal measurable sections

DOI10.1007/BF02192280MaRDI QIDQ1359461zbMATH OpenOpenAlexFDO

Publication date 8 February 1998

Published in Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf02192280

measurable field of metric spaces measurable multiselection normal integrands optimal masurable sections

Set-valued set functions and measures; integration of set-valued functions; measurable selections (28B20) Existence of optimal solutions to problems involving randomness (49J55)

Review text

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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