On a generalization of the Dvoretzky-Wald-Wolfowitz theorem with an application to a robust optimization problem

Anna Jaśkiewicz; Andrzej S. Nowak

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arXiv · 1712.07577

On a generalization of the Dvoretzky-Wald-Wolfowitz theorem with an application to a robust optimization problem

Anna Jaśkiewicz·Andrzej S. Nowak

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Abstract

A generalization of the Dvoretzky-Wald-Wolfowitz theorem to the case of conditional expectations is provided assuming that the $\sigma$-field on the state space has no conditional atoms.

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Anna Jaśkiewicz, Andrzej S. Nowak. 2017-12-20. On a generalization of the Dvoretzky-Wald-Wolfowitz theorem with an application to a robust optimization problem. https://arxiv.org/abs/1712.07577

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