On a generalization of the Dvoretzky–Wald–Wolfowitz theorem with an application to a robust optimization problem
On a generalization of the Dvoretzky–Wald–Wolfowitz theorem with an application to a robust optimization problem
复制标题
Dvoretzky-Wald-Wolfowitz 定理的推广及其在鲁棒优化问题中的应用
DOI：
10.1016/j.jmaa.2018.09.002
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发表时间：
2017
影响因子：
1.3
通讯作者：
Andrzej S.Nowak
中科院分区：
文献类型：
--
作者：
Anna Ja'skiewicz;Andrzej S.Nowak
假设状态空间上的σ-场没有条件原子，将Dvoretzky-Wald-Wolfowitz定理推广到条件期望的情形.模型中既没有连续性假设，也没有紧性假设。一个强大的（最大最小）优化问题的应用程序。
A generalization of the Dvoretzky–Wald–Wolfowitz theorem to the case of conditional expectations is provided assuming that theσ-field on the state space has no conditional atoms. Neither continuity nor compactness assumptions are made on the model. An application to a robust (maxmin) optimization problem is given.