A measurable "measurable choice" theorem
(2003) Stochastic Games and Applications — ISBN: [978-1-4020-1493-2], p. 107-130, published
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- Abstract
- We prove here a measurable version of the measurable choice theorem (a.o., basically of Lyapunov's theorem) in the sense that the measurable selection (the set) can be chosen in a measurable way as a function of the underlying probability measure, of the integral (measure) desired, and of the correspondence itself.
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Mertens, J.-F. (2003). A measurable “measurable choice” theorem. In A. Neyman; S. Sorin (ed.), Stochastic Games and Applications (p. p. 107-130). Springer. https://hdl.handle.net/2078.5/249528