hal-03945255
https://enac.hal.science/hal-03945255
arxiv:2201.13196
doi:10.48550/ARXIV.2201.13196
[ENAC] Ecole Nationale de l'Aviation Civile
[INSMI] CNRS-INSMI - INstitut des Sciences MathÃ©matiques et de leurs Interactions
[OPTIM] ENAC | Equipe de recherche Optimisation
A bang-bang principle for the conditional expectation vector measure
Askoura, Youcef
Sbihi, Mohammed
[MATH] Mathematics [math]
UNDEFINED
onditional expectation
Lyapunov convexity theorem
Young measures
Bang- bang principle
purification principle
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.
2022-02-01
en