Journal article
Solvable systems are usually measurable
Stochastic analysis and applications, Vol.9(3), pp.233-244
01/01/1991
DOI: 10.1080/07362999108809237
Abstract
(ΩB) and (U
k
,U
k
))
, are measurable spaces
are subfields of the product field
. Consider an N-tuple of functions
measurable. If for each ω∈Ω there exists a unique
satisfying the equations
, γ induces a unique map
.
Is this map necessarily
-measurable? A generic non-sequential stochastic control problem in which a related question arises is discussed, and the conditions on (ΩB) and (U
k
,U
k
)
, for which the original question's answer is affirmative are investigated. Specifically, it is shown that
is necessarily
-measurab1e when either (U
k
,U
k
)
are discrete, or (ΩB) and (U
k
,U
k
),
are Souslin
Details
- Title: Subtitle
- Solvable systems are usually measurable
- Creators
- Mark S Andersland - Department of Electrical and Computer Engineering , The University of IowaDemosthenis Teneketzis - Department of Electrical Engineering and Computer Science , The University of Michigan
- Resource Type
- Journal article
- Publication Details
- Stochastic analysis and applications, Vol.9(3), pp.233-244
- Publisher
- Marcel Dekker, Inc
- DOI
- 10.1080/07362999108809237
- ISSN
- 0736-2994
- eISSN
- 1532-9356
- Language
- English
- Date published
- 01/01/1991
- Academic Unit
- Electrical and Computer Engineering
- Record Identifier
- 9984083210502771
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