Abstract
We prove here a measurable version of the measurable choice theorem (a.o., basically of Lyapunov’s theorem), in the sense that the measurable selection (the set) can be chosen in a measurable way as a function of the underlying probability measure, of the integral (measure) desired, and of the correspondence itself.
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Mertens, JF. (2003). A Measurable “Measurable Choice” Theorem. In: Neyman, A., Sorin, S. (eds) Stochastic Games and Applications. NATO Science Series, vol 570. Springer, Dordrecht. https://doi.org/10.1007/978-94-010-0189-2_9
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DOI: https://doi.org/10.1007/978-94-010-0189-2_9
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