博弈论上期望的连续性
Continuity Properties of Game-theoretic Upper Expectations
摘要:
考虑有限状态空间的离散不确定过程,研究了Shafer和Vovk提出的对策论上期望的性质.我们首先证明一些基本性质,例如单调性,迭代上限法的期望,.之后,我们表明,该运营商满足几个,更涉及的连续性,包括连续性的非减序列和连续性的特定序列的所谓的“有限可测”的功能,这是功能,取决于一个有限数量的状态。
英文摘要:
We consider discrete-time uncertain processes with finite state space and study the properties of game-theoretic upper expectations developed by Shafer and Vovk. We start by proving some basic properties, e.g. monotonicity, law of iterated upper expectations,... Afterwards, we show that this operator satisfies several, more involved continuity properties, including continuity with respect to non-decreasing sequences and continuity with respect to specific sequences of so-called `finitary measurable' functions, which are functions that depend on a finite number of states.
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