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Mathematics of the USSR-Sbornik, 1988, Volume 59, Issue 1, Pages 25–37
DOI: https://doi.org/10.1070/SM1988v059n01ABEH003122
(Mi sm1898)
 

This article is cited in 4 scientific papers (total in 4 papers)

Measurable selection theorems and probabilistic control models in general topological spaces

I. V. Evstigneev
References:
Abstract: Let $(\Omega,\mathscr F)$ be a measurable space, $P$ a finite measure on $\mathscr F$, and $X$$\sigma$-compact topological space (not necessarily metrizable); $\mathscr B(X)$ is the Baire $\sigma$-algebra of $X$ and $\mathbf B(X)$ the Borel $\sigma$-algebra. Let $\mathscr F^P$ be the completion of $\mathscr F$ with respect to the measure $P$ and $\sigma(\mathscr A(\mathscr F))$ the $\sigma$-algebra generated by the sets $\Delta\subseteq\Omega$ representable in the form $\Delta=\mathrm{pr}_\Omega D$, where $D\subseteq\Omega\times[0,1]$ and $D\in\mathscr F\times\mathbf B([0,1])$. A mapping $\xi\colon\Delta\to X$ is called a selection of a set $\Gamma$ if $(\omega,\xi(\omega))\in\Gamma$ for $\omega\in\mathrm{pr}_\Omega\Gamma$. The central result (a measurable selection theorem) is the following.
Theorem 1. For any set $\Gamma\in\mathscr F\times\mathscr B(X)$ there exist measurable mappings
$$ \xi\colon(\Omega,\mathscr F^P)\to(X,\mathbf B(X)),\qquad\eta\colon(\Omega,\sigma(\mathscr A(\mathscr F)))\to(X,\mathscr B(X)), $$
which are selections for $\Gamma$.

The proof of the existence of $\eta$ is based on the continuum hypothesis.
Theorem 1 (the part concerning the existence of $\xi$) is used to obtain necessary and sufficient conditions for an extremum in certain problems involving control of random processes with discrete time.
Bibliography: 34 titles.
Received: 22.02.1985 and 23.01.1986
Russian version:
Matematicheskii Sbornik. Novaya Seriya, 1986, Volume 131(173), Number 1(9), Pages 27–39
Bibliographic databases:
UDC: 519.2
MSC: Primary 28B20, 54C65; Secondary 04A30, 49A60
Language: English
Original paper language: Russian
Citation: I. V. Evstigneev, “Measurable selection theorems and probabilistic control models in general topological spaces”, Mat. Sb. (N.S.), 131(173):1(9) (1986), 27–39; Math. USSR-Sb., 59:1 (1988), 25–37
Citation in format AMSBIB
\Bibitem{Evs86}
\by I.~V.~Evstigneev
\paper Measurable selection theorems and probabilistic control models in general topological spaces
\jour Mat. Sb. (N.S.)
\yr 1986
\vol 131(173)
\issue 1(9)
\pages 27--39
\mathnet{http://mi.mathnet.ru/sm1898}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=868599}
\zmath{https://zbmath.org/?q=an:0628.28008|0617.28011}
\transl
\jour Math. USSR-Sb.
\yr 1988
\vol 59
\issue 1
\pages 25--37
\crossref{https://doi.org/10.1070/SM1988v059n01ABEH003122}
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  • https://doi.org/10.1070/SM1988v059n01ABEH003122
  • https://www.mathnet.ru/eng/sm/v173/i1/p27
  • This publication is cited in the following 4 articles:
    Citing articles in Google Scholar: Russian citations, English citations
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    Математический сборник (новая серия) - 1964–1988 Sbornik: Mathematics
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    References:67
     
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