[PDF][PDF] A course on Young measures
M Valdier - 1994 - openstarts.units.it
D W4cep a 1 hcsViabW vp fh sfqW4ce Ic V a W W4cep a 1 hcsViabW df) efW VicsViabW h
g2iab cj DVi sVXW4csfhkbps Ic V a W lnm vo¤ d gifh g2iab cp p fhgX m IcsViabW qD …
g2iab cj DVi sVXW4csfhkbps Ic V a W lnm vo¤ d gifh g2iab cp p fhgX m IcsViabW qD …
[PDF][PDF] Lectures on Young measure theory and its applications in economics
EJ Balder - 1998 - research.tue.nl
The first four sections of these notes form a quick, incisive introduction to the subject of
Young measure theory. The term Young measures refers to transition probabilities that are …
Young measure theory. The term Young measures refers to transition probabilities that are …
On the Pettis integral of closed valued multifunctions
K El Amri, C Hess - Set-Valued Analysis, 2000 - Springer
In this work, the study of Pettis integrability for multifunctions (alias set-valued maps), whose
values are allowed to be unbounded, is initiated. For this purpose, two notions of Pettis …
values are allowed to be unbounded, is initiated. For this purpose, two notions of Pettis …
[图书][B] Integration of Banach-valued correspondences
NC Yannelis - 1989 - Springer
We study the basic properties of the integral of a Banach-valued correspondence. In
particular, we examine the convergence, compactness and convexity properties of the …
particular, we examine the convergence, compactness and convexity properties of the …
On irreversible investment
F Riedel, X Su - Finance and Stochastics, 2011 - Springer
This paper presents a new and general approach to the theory of irreversible investment.
We show that the optimal policy is a base capacity policy and derive general monotone …
We show that the optimal policy is a base capacity policy and derive general monotone …
Existence of optimal mechanisms in principal‐agent problems
We provide general conditions under which principal‐agent problems with either one or
multiple agents admit mechanisms that are optimal for the principal. Our results cover as …
multiple agents admit mechanisms that are optimal for the principal. Our results cover as …
Recursive utility under uncertainty
SH Chew, LG Epstein - Equilibrium theory in infinite dimensional spaces, 1991 - Springer
This paper provides an axiomatization of recursive utility functions in an infinite horizon
stochastic setting. In addition, some recently developed atemporal non-expected utility …
stochastic setting. In addition, some recently developed atemporal non-expected utility …
A unifying pair of Cournot–Nash equilibrium existence results
EJ Balder - Journal of Economic Theory, 2002 - Elsevier
For games with a measure space of players a tandem pair, consisting of a mixed and a pure
Cournot–Nash equilibrium existence result, is presented. Their generality causes them to be …
Cournot–Nash equilibrium existence result, is presented. Their generality causes them to be …
On ws-convergence of product measures
EJ Balder - Mathematics of Operations Research, 2001 - pubsonline.informs.org
A number of fundamental results, centered around extensions of Prohorov's theorem, is
proven for the ws-topology for measures on a product space. These results contribute to the …
proven for the ws-topology for measures on a product space. These results contribute to the …
New fundamentals of Young measure convergence
EJ Balder - Calculus of variations and optimal control, 2021 - taylorfrancis.com
This paper presents a new, penetrating approach to Young measure convergence in an
abstract, measure theoretical setting. It was started in [12, 13, 14] and given its definitive …
abstract, measure theoretical setting. It was started in [12, 13, 14] and given its definitive …