18
Views
2
CrossRef citations to date
0
Altmetric
Original Articles

Sensitivity to σ-fields of information in stochastic allocation>

Pages 41-63 | Published online: 04 Apr 2007

References

  • Abraham , J. 1970 . An approximate method for solving a continuous time allocation problem . Econometrica , 38 : 473 – 481 .
  • 1983 . Neighboring information and distribution of agents' characteristics under uncertainty . J. Math. Economics , 12 : 63 – 101 .
  • Allen , B. 1984 . “ Convergence of σ-fields and applications to mathematical economics ” . In In: Selected Topics in Operations Research and Mathematical Economics , Lecture Notes in Economics and Mathematical Systems Edited by: Hammer , G. and Pallaschke , D. Vol. 225 , 161 – 173 . Berlin : Springer-Verlag .
  • Artstein , Z. 1974 . On a variational problem . J. Math. Anal Appl. , 45 : 404 – 414 .
  • Artstein , Z. 1979 . A note on Fatou's lemma in several dimensions . J. Math. Economics , 6 : 277 – 282 .
  • Aumann , R. J. and Perles , M. 1965 . A variational problem arising in economics . J. Math. Anal. Appl. , 11 : 488 – 503 .
  • Bismut , J.-M. 1973 . Intégrales convexes et probabilityés . J. Math. Anal. Appl. , 42 : 639 – 673 .
  • Bolyan , E. S. 1971 . Equi-eonvergence of martingales . Ann. Math. Statist. , 42 : 552 – 559 .
  • Castanig , C. and Valadier , M. 1977 . “ Convex Analysis and Measurable Multifunctions ” . Lecture Notes in Mathematics Berlin : Springer-Verlag .
  • Cotter , K. 1986 . Similarity of information and behavior with a pointwise convergence topology . J. Math.Economics , 15 : 25 – 38 .
  • Cotter , K. 1987 . Convergence of information random variables and noise . J. Math. Economics , 16 : 39 – 51 .
  • Dempster , M. A. H. 1988 . On stochastic programming II: Dynamic problems under risk . Stochastics , 25 : 15 – 42 .
  • Halmos , P. R. 1950 . “ Measure Theory ” . New York : Van Nostrand .
  • Hausch , D. B. and Ziemba , W. T. 1983 . Bounds on the value of information in uncertain decision problems II . stochastics , 10 : 181 – 217 .
  • Kall , P. 1976 . “ Stochastic Linear Programming ” . Berlin : Springer-Verlag .
  • Karlin , S. 1964 . “ Mathematical Methods and Theory in Games ” . In Programming and Economics II , New York : Addison Wesley .
  • King , A. J. and Wets , R. J.-B. 1991 . Epi-consistency of convex stochastic programs . Stochastics and Stochastics Reports , 34 : 83 – 92 .
  • Klein , E. and Thompson , A. C. 1984 . “ Theory of Correspondences ” . New York : Wiley-Interscience .
  • Kudo , H. 1974 . A note on the strong convergence of σ-algebras . Ann. of Probability , 2 : 76 – 83 .
  • Loeve , M. 1977 . “ Probability Theory II ” . New York : Springer-Verlag .
  • Neveu , J. 1965 . Mathematical Foundations of the Calculus of Probability . Holden-Day ,
  • Robinson , S. M. and Wets , R. J-B . 1987 . Stability in two-stage stochastic programming . SIAM J. Control and Opt. , 25 : 1409 – 1416 .
  • Rockafellar , R. T. 1976 . “ Integral functionals normal integrands and measurable selections ” . In In: Nonlinear Operators and the Calculus of Variations , Lecture Notes in Mathematics Edited by: Gossez . 157 – 207 . Berlin : Springer-Verlag .
  • Rockafellar , R. T. and Wets , R. J-B . 1982 . On the interchange of subdifferentiation and conditional expectation for convex functionals . Stochastics , 7 : 143 – 182 .
  • Rockafellar , R. T. and Wets , R. J-B . 1984 . “ Variation systems, an introduction ” . In In: Multifunctions and Integrands, Stochastic Analysis, Approximation and Optimization , Lecture Notes in Mathematics Edited by: Salinetti , G. 1 – 54 . Berlin : Springer-Verlag .
  • Rudin , W. 1973 . “ Functional Analysis ” . McGraw-Hill .
  • Rze[zbreve]uchowski , T. 1989 . Strong convergence of selections implied by weak. Bull . Australian Math. Soc. , 39 : 201 – 214 .
  • Truffert , A. 1983 . Intégrates normales et espérance conditionnelle (II): Existence, unicité, régularité . Séminaire d'Analyse Convexe , 13 Exp. 8

Reprints and Corporate Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

To request a reprint or corporate permissions for this article, please click on the relevant link below:

Academic Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

Obtain permissions instantly via Rightslink by clicking on the button below:

If you are unable to obtain permissions via Rightslink, please complete and submit this Permissions form. For more information, please visit our Permissions help page.