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arXiv · 2201.13196

A bang-bang principle for the conditional expectation vector measure

Youcef Askoura·Mohammed Sbihi
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Abstract

We prove a conditional expectation bang-bang principle. Based on properties of the conditional expectation vector measure, we establish that the conditional expectation of a set-valued mapping coincides with the conditional expectation of the set of selections of its extreme points part. As a by-product, we obtain straightforwardly a purification principle.

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Youcef Askoura, Mohammed Sbihi. 2022-01-31. A bang-bang principle for the conditional expectation vector measure. https://arxiv.org/abs/2201.13196

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