论文标题

有条件期望矢量措施的爆炸原理

A bang-bang principle for the conditional expectation vector measure

论文作者

Askoura, Youcef, Sbihi, Mohammed

论文摘要

我们证明了有条件的期望爆炸原则。基于条件期望矢量度量的属性,我们确定对设定值映射的条件期望与对其极端点部分选择集的有条件期望相吻合。作为副产品,我们直接获得纯化原理。

We prove a conditional expectation bang-bang principle. Based on properties of the conditional expectation vector measure, we establish that the conditional expectation of a set-valued mapping coincides with the conditional expectation of the set of selections of its extreme points part. As a by-product, we obtain straightforwardly a purification principle.

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