Regular Conditional Expectations of Correspondences
From MaRDI portal
Publication:4143926
DOI10.1137/1121037zbMath0367.60002OpenAlexW2001896147MaRDI QIDQ4143926
E. B. Dynkin, Igor V. Evstigneev
Publication date: 1976
Published in: Theory of Probability & Its Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/1121037
Related Items
A functional version of the Birkhoff ergodic theorem for a normal integrand: A variational approach ⋮ Similarity of information and behavior with a pointwise convergence topology ⋮ Pareto refinements of pure-strategy equilibria in games with public and private information ⋮ Pure strategies in games with private information ⋮ Stationary Markov perfect equilibria in discounted stochastic games ⋮ Conditional expectation of Banach valued correspondences and economic applications ⋮ Comments on the existence of equilibrium distributions ⋮ Pure strategy equilibria in games with countable actions ⋮ Stochastic programs without duality gaps ⋮ Unnamed Item ⋮ Dynamic programming for discrete-time stochastic systems of a general type ⋮ Layered networks, equilibrium dynamics, and stable coalitions ⋮ Correction to: ``Layered networks, equilibrium dynamics, and stable coalitions ⋮ Superhedging of American options on an incomplete market with discrete time and finite horizon ⋮ On conditional expectation of random sets ⋮ Optimal control of nonlinear evolution inclusions ⋮ Unnamed Item ⋮ Unnamed Item ⋮ Similarity of differential information with subjective prior beliefs ⋮ Conditional expectation of integrands and random sets ⋮ Mixed-strategy equilibria and strong purification for games with private and public information ⋮ On the Conditional Expectation and Convergence Properties of Random Sets ⋮ Mean variance and goal achieving portfolio for discrete-time market with currently observable source of correlations ⋮ Markov decision processes with quasi-hyperbolic discounting ⋮ Conditional expectation of correspondences and economic applications ⋮ On a generalization of the Dvoretzky-Wald-Wolfowitz theorem with an application to a robust optimization problem ⋮ Partial identification using random set theory ⋮ Constrained Markov Decision Processes with Expected Total Reward Criteria ⋮ Optimality of myopic strategies for multi-stock discrete time market with management costs ⋮ Non-cooperative games on hyperfinite Loeb spaces ⋮ Stochastic controls with terminal contingent conditions ⋮ On the interchange of subdifferentiation and conditional expectation for convex functionals ⋮ Pareto-undominated and socially-maximal equilibria in non-atomic games
