Some Measurability Results for Extrema of Random Functions over Random Sets
AbstractThe authors consider the question, "Under what conditions is the extremum of a random function over a random set itself a random object?" The answer is relevant to problems in both game theory and econometrics, as they illustrate with examples. The authors' purpose here is to bring the powerful tools of the theory of analytic sets as developed by C. Dellacherie and P.-A. Meyer (1978) to the wider attention of the economics profession and to distill Dellacherie and Meyer's work in such a way as to provide some readily accessible theoretical results that will permit relatively easy treatment of economically or econometrically relevant applications. Copyright 1992 by The Review of Economic Studies Limited.
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Bibliographic InfoArticle provided by Wiley Blackwell in its journal Review of Economic Studies.
Volume (Year): 59 (1992)
Issue (Month): 3 (July)
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