Optimisation of measures on a hyperfinite adapted probability space

DOI10.1007/s10440-007-9174-2zbMath1134.28011WikidataQ57543013 ScholiaQ57543013MaRDI QIDQ2467529

Frederik S. Herzberg, Sergio A. Albeverio

Publication date: 22 January 2008

Published in: Acta Applicandae Mathematicae (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10440-007-9174-2

zbMATH Keywords

nonstandard analysis; Loeb measures; optimisatioin in measure space

Mathematics Subject Classification ID

91B24: Microeconomic theory (price theory and economic markets)

28A33: Spaces of measures, convergence of measures

03H05: Nonstandard models in mathematics

28E05: Nonstandard measure theory

49J55: Existence of optimal solutions to problems involving randomness