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A bang-bang principle for the conditional expectation vector measure

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Mohammed Sbihi

Résumé

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.

Dates et versions

hal-03945255 , version 1 (18-01-2023)

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Youcef Askoura, Mohammed Sbihi. A bang-bang principle for the conditional expectation vector measure. 2022. ⟨hal-03945255⟩

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