Goal uncertainity in a generalized information system: convergence properties of the estimated expected utilities∗

DOI10.1080/07362998408809047zbMath0547.90050OpenAlexW2090238543MaRDI QIDQ3340608

André de Korvin, R. Kleyle

Publication date: 1984

Published in: Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07362998408809047

zbMATH Keywords

multifunctionsmartingalesconvergence theoremsdecision-information feedback loopestimated expected utilitiesgeneralized information systemgoal uncertaintyinterval valued utility functions

Mathematics Subject Classification ID

Management decision making, including multiple objectives (90B50) Utility theory (91B16)

Related Items (2)

Martingale properties of an information-feedback loop ⋮ Goal uncertainty and the supermartingale property in an information feedback loop

Cites Work

• On some properties of continuous multimeasures
• Integrals, conditional expectations, and martingales of multivalued functions
• Weak Convergence of Set-Valued Functions and Control
• Existence of Competitive Equilibria in Markets with a Continuum of Traders
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