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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
Published in: journal Stochastic Analysis and Applications, Volume 9, Issue 3 1991 , pages 233 - 244
Formats available: PDF (English)
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Abstract

B) and (Uk,Uk))./LSAA_A_8809237_O_XML_IMAGES/LSAA_A_8809237_O_ILM0001.gif , are measurable spaces ./LSAA_A_8809237_O_XML_IMAGES/LSAA_A_8809237_O_ILM0002.gif  are subfields of the product field ./LSAA_A_8809237_O_XML_IMAGES/LSAA_A_8809237_O_ILM0003.gif . Consider an N-tuple of functions ./LSAA_A_8809237_O_XML_IMAGES/LSAA_A_8809237_O_ILM0004.gif  measurable. If for each ω∈Ω there exists a unique ./LSAA_A_8809237_O_XML_IMAGES/LSAA_A_8809237_O_ILM0005.gif  satisfying the equations ./LSAA_A_8809237_O_XML_IMAGES/LSAA_A_8809237_O_ILM0006.gif , γ induces a unique map ./LSAA_A_8809237_O_XML_IMAGES/LSAA_A_8809237_O_ILM0007.gif .

Is this map necessarily ./LSAA_A_8809237_O_XML_IMAGES/LSAA_A_8809237_O_ILM0008.gif -measurable? A generic non-sequential stochastic control problem in which a related question arises is discussed, and the conditions on (ΩB) and (Uk,Uk)./LSAA_A_8809237_O_XML_IMAGES/LSAA_A_8809237_O_ILM0009.gif  , for which the original question's answer is affirmative are investigated. Specifically, it is shown that./LSAA_A_8809237_O_XML_IMAGES/LSAA_A_8809237_O_ILM0010.gif  is necessarily ./LSAA_A_8809237_O_XML_IMAGES/LSAA_A_8809237_O_ILM0011.gif -measurab1e when either (Uk,Uk)./LSAA_A_8809237_O_XML_IMAGES/LSAA_A_8809237_O_ILM0012.gif  are discrete, or (ΩB) and (Uk,Uk),./LSAA_A_8809237_O_XML_IMAGES/LSAA_A_8809237_O_ILM0013.gif  are Souslin
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