On a generalization of the Dvoretzky-Wald-Wolfowitz theorem with an application to a robust optimization problem
Probability
2017-12-21 v1
Abstract
A generalization of the Dvoretzky-Wald-Wolfowitz theorem to the case of conditional expectations is provided assuming that the -field on the state space has no conditional atoms.
Cite
@article{arxiv.1712.07577,
title = {On a generalization of the Dvoretzky-Wald-Wolfowitz theorem with an application to a robust optimization problem},
author = {Anna Jaśkiewicz and Andrzej S. Nowak},
journal= {arXiv preprint arXiv:1712.07577},
year = {2017}
}
Comments
10 pages