论文标题
Michael Selections和Cadlag功能的铸币表示形式
Michael selections and Castaing representations with cadlag functions
论文作者
论文摘要
迈克尔的选择定理意味着，当且仅当映射以映射的图像闭合时，封闭的凸出非空价映射从Sorgenfrey线到欧几里得空间是内在的，只有在映射的图像闭合。本文提供了必要和充分的条件，以使表示cadlag选择的表示，即，对于正确连续且具有左限制的选择。表征是由CADLAG过程中的连续时间随机优化问题激励的。在这里，给出了CADLAG函数积分函数的应用。
Michael's selection theorem implies that a closed convex nonempty-valued mapping from the Sorgenfrey line to a euclidean space is inner semicontinuous if and only if the mapping can be represented as the image closure of right-continuous selections of the mapping. This article gives necessary and sufficient conditions for the representation to hold for cadlag selections, i.e., for selections that are right-continuous and have left limits. The characterization is motivated by continuous time stochastic optimization problems over cadlag processes. Here, an application to integral functionals of cadlag functions is given.
