A characterization of probabilities with full support and the Laplace method

DOI10.1007/S10957-018-01459-7MaRDI QIDQ2420792zbMATH OpenOpenAlexWikidataFDO

Authors Fabio Maccheroni, Massimo Marinacci, Simone Cerreia-Vioglio

Publication date 7 June 2019

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

Full work available at URL https://doi.org/10.1007/s10957-018-01459-7

zbMATH Keywords

absolute continuityLaplace methodsupport of a measure

Mathematics Subject Classification ID

Set functions and measures on topological spaces (regularity of measures, etc.) (28C15) Applications of functional analysis in optimization, convex analysis, mathematical programming, economics (46N10) Probability measures on topological spaces (60B05) Convergence of probability measures (60B10)

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Cites work

• An introduction to -convergence
• Explaining games. The epistemic programme in game theory
• scientific article; zbMATH DE number 1153603 (Why is no real title available?)
• scientific article; zbMATH DE number 757673 (Why is no real title available?)
• Infinite dimensional analysis. A hitchhiker's guide.
• Laplace's method revisited: Weak convergence of probability measures
• Lectures on Choquet's theorem
• Letter to the Editor—-A Closed Form Solution of Certain Programming Problems
• Letter to the Editor—A Monte Carlo Method for the Approximate Solution of Certain Types of Constrained Optimization Problems
• Simulated annealing for constrained global optimization
• Universal arbitrage aggregator in discrete-time markets under uncertainty

Cited in

(5)

• Belief hedges: Measuring ambiguity for all events and all models
• Law-invariant functionals that collapse to the mean: beyond convexity
• Sequential auctions with ambiguity
• scientific article; zbMATH DE number 6847126 (Why is no real title available?)
• A note on rational inattention and rate distortion theory

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