随机函数在随机集合上的极值的可测性结果

Some Measurability Results for Extrema of Random Functions Over Random Sets

Review of Economic Studies · 1992
被引 90
人大 A+FT50ABS 4*

中文导读

研究随机函数在随机集合上的极值何时本身是随机对象,为博弈论和计量经济学中的相关问题提供可操作的理论结果。

Abstract

We consider the question, "Under what conditions is the extremum of a random function over a random set itself a random object?" The answer is relevant to problems in both game theory and econometrics, as we illustrate with examples. Our purpose here is to bring the powerful tools of the theory of analytic sets as developed by Dellacherie and Meyer (1978) to the wider attention of the economics profession and to distill Dellacherie and Meyer's work in such a way as to provide some readily accessible theoretical results that will permit relatively easy treatment of economically or econometrically relevant applications.

随机函数极值随机集解析集理论可测性