A generalization of Lyapunov’s convexity theorem with applications in optimal stopping
نویسندگان
چکیده
منابع مشابه
A Generalization of Lyapounov's Convexity Theorem to Measures with Atoms
The distance from the convex hull of the range of an n-dimensional vector-valued measure to the range of that measure is no more than an/2, where a is the largest (one-dimensional) mass of the atoms of the measure. The case a = 0 yields Lyapounov's Convexity Theorem; applications are given to the bisection problem and to the bang-bang principle of optimal control theory.
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در این رساله t_n - علیت قوی تعریف می شود. این رده ها در جدول علیت فضا- زمان بین علیت پایدار و علیت قوی قرار دارند. یک قضیه برای رده بندی آنها ثابت می شود و t_n- علیت قوی با رده های علی کارتر مقایسه می شود. همچنین ثابت می شود که علیت فشرده پایدار از t_n - علیت قوی نتیجه می شود. بعلاوه به بررسی رابطه نظریه دامنه ها با نسبیت عام می پردازیم و ثابت می کنیم که نوع خاصی از فضا- زمان های علی پایدار, ب...
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ژورنال
عنوان ژورنال: Proceedings of the American Mathematical Society
سال: 1998
ISSN: 0002-9939,1088-6826
DOI: 10.1090/s0002-9939-98-04120-3