Measurable selections of extrema

DOI10.1214/aos/1176342510zbMath0265.28003OpenAlexW2036502712MaRDI QIDQ2562258

Publication date: 1973

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176342510

Mathematics Subject Classification ID

Bayesian problems; characterization of Bayes procedures (62C10) Classes of sets (Borel fields, (sigma)-rings, etc.), measurable sets, Suslin sets, analytic sets (28A05) Measurable and nonmeasurable functions, sequences of measurable functions, modes of convergence (28A20)

Related Items

A functional version of the Birkhoff ergodic theorem for a normal integrand: A variational approach, On the optimality equation for average cost Markov control processes with Feller transition probabilities, Monte Carlo tests with nuisance parameters: a general approach to finite-sample inference and nonstandard asymptotics, Existence and consistency of Wasserstein barycenters, Population dynamics under selection and mutation: long-time behavior for differential equations in measure spaces, Measurable selections of limit points, On four-point boundary value problems for differential inclusions and differential equations with and without multivalued moving constraints, Basic structure of the asymptotic theory in dynamic nonlineaerco nometric models, part i: consistency and approximation concepts, A stochastic games framework for verification and control of discrete time stochastic hybrid systems, Consistency of minimum divergence estimators based on grouped data, Some monotone properties for the expectation of fuzzy random variables, On the periodic solutions of differential inclusions and applications, Quantile estimation for a selected normal population, Formulation of branched transport as geometry optimization, Remarks on sensitive equilibria in stochastic games with additive reward and transition structure, Absolutely admissible tests in the presence of nuisance parameters, Consistent maximum-likelihood estimation with dependent observations. The general (nonnormal) case and the normal case, Statistical inference with minimum d-risk, Optimality in Feller semi-Markov control processes, Nonparametric maximum likelihood estimation in a non locally compact setting, Aggregated occupation measures and linear programming approach to constrained impulse control problems, Risk-sensitive stopping problems for continuous-time Markov chains, ESTIMATION OF AUTOREGRESSIVE MOVING-AVERAGE ORDER GIVEN AN INFINITE NUMBER OF MODELS AND APPROXIMATION OF SPECTRAL DENSITIES, Unnamed Item, Computation of certain minimum L₂–distance type estimators under the linear model, Robust Markov control processes, Stochastic games with metric state space, Stationary Markov perfect equilibria in risk sensitive stochastic overlapping generations models, Minimum L^q‐distance estimators for non‐normalized parametric models, Integrated depth for functional data: statistical properties and consistency, Robust estimation in controlled branching processes: Bayesian estimators via disparities, An approximation approach to dynamic programming with unbounded returns, Dynamical programming for off-the-grid dynamic inverse problems, Stationary Markovian equilibrium in altruistic stochastic OLG models with limited commitment, Larry Brown's contributions to parametric inference, decision theory and foundations: a survey, Inequalities in completely convex stochastic programming, Short Communication: Existence of Markov Equilibrium Control in Discrete Time, On discounted dynamic programming with unbounded returns, Discounted dynamic programming with unbounded returns: application to economic models, Bayes estimation with spherically symmetric, convex loss, On Iteration Improvement for Averaged Expected Cost Control for One-Dimensional Ergodic Diffusions, An equilibrium closure result for discontinuous games, A note on the \({\sigma}\)-compactness of sets of probability measures on metric spaces, Generic Consistency for Approximate Stochastic Programming and Statistical Problems, Average optimality for risk-sensitive control with general state space, TAP free energy, spin glasses and variational inference, Barycenters in the Hellinger-Kantorovich space, Stochastic dynamic programming with non-linear discounting, Strictly majorizing tests in problems with nuisance parameters, A note on negative dynamic programming for risk-sensitive control, Properties of equilibrium asset prices under alternative learning schemes, Robust Markov perfect equilibria, Stochastic games with unbounded payoffs: applications to robust control in economics, Two problems of measurability concerning convex sets in Euclidean spaces, On Discrete-Time Dynamic Programming in Insurance: Exponential Utility and Minimizing the Ruin Probability, On measurable minimax selectors, On minimum Kantorovich distance estimators, Markov decision processes with quasi-hyperbolic discounting, Zero-sum risk-sensitive stochastic games, Measurable selection theorems for optimization problems, Constrained discounted Markov decision processes with Borel state spaces, Equilibria in infinite games of incomplete information, Fundamentals and Bayesian analyses of decision problems with fuzzy-valued utilities, Semicontinuous nonstationary stochastic games. II, On a class of Hammerstein integral equations, Well-posed optimization problems for integral functionals, MDPs with setwise continuous transition probabilities, On the existence of inferences which are consistent with a given model, Epi-convergence of sequences of normal integrands and strong consistency of the maximum likelihood estimator, Constrained Markov Decision Processes with Expected Total Reward Criteria, Regular Carathéodory-type selectors under no convexity assumptions, On the reduction of total‐cost and average‐cost MDPs to discounted MDPs, Reversing the order of integration in iterated expectations of fuzzy random variables, and statistical applications, Characterization of limits of Bayes procedures, On existence problems for the optimal control of certain nonlinear integral equations of Urysohn type, Equivalent formulations of optimal control problems with maximum cost and applications, Extremal solutions of classes of multivalued differential equations., On the existence of periodic solutions for differential inclusions, A Unifying Tutorial on Approximate Message Passing, Constrained markov decision processes with compact state and action spaces: the average case, Stationary policies and Markov policies in Borel dynamic programming, Minimax selection theorems