Solvable systems are usually measurable
Authors:
Mark S. Andersland a;
Demosthenis Teneketzis b
| Affiliations: | a Department of Electrical and Computer Engineering, The University of Iowa, Iowa City, Iowa |
| b Department of Electrical Engineering and Computer Science, The University of Michigan, Ann Arbor, MI |
DOI:
10.1080/07362999108809237
Publication Frequency:
6 issues per year
Formats available:
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(English)
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Abstract
(ΩB) and (Uk,Uk))
, are measurable spaces are subfields of the product field . Consider an N-tuple of functions measurable. If for each ω∈Ω there exists a unique satisfying the equations , γ induces a unique map . Is this map necessarily -measurable? A generic non-sequential stochastic control problem in which a related question arises is discussed, and the conditions on (ΩB) and (Uk,Uk) , for which the original question's answer is affirmative are investigated. Specifically, it is shown that is necessarily -measurab1e when either (Uk,Uk) are discrete, or (ΩB) and (Uk,Uk), are Souslin
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