Goal uncertainty and the supermartingale property in an information feedback loop

DOI10.1080/07362998908809183zbMath0674.60044OpenAlexW2073744220MaRDI QIDQ3828822

R. Kleyle, André de Korvin

Publication date: 1989

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

Full work available at URL: https://doi.org/10.1080/07362998908809183

zbMATH Keywords

information acquisition processInterval-valued estimatesinterval-valued random functionsutility of the various courses of action

Mathematics Subject Classification ID

Generalizations of martingales (60G48) Signal detection and filtering (aspects of stochastic processes) (60G35) Sequential estimation (62L12)

Cites Work

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• On some properties of continuous multimeasures
• Integrals, conditional expectations, and martingales of multivalued functions
• Goal uncertainity in a generalized information system: convergence properties of the estimated expected utilities^∗
• Decision making mechanisms and stopping times in a generalized information system
• Some dynamical properties of sequentially acquired information
• Weak Convergence of Set-Valued Functions and Control
• Existence of Competitive Equilibria in Markets with a Continuum of Traders

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