On the fiber product of Young measures with application to a control problem with measures

Charles Castaing , Paul Raynaud de Fitte (1)

1 LMRS - Laboratoire de Mathématiques Raphaël Salem

This paper studies, in the context of separable metric spaces, the stable convergence of the fiber product for Young measures with applications to a control problem governed by an ordinary differential equations where the controls are Young measures. Essentially we study some variational properties of the value functions and the existence of quasi-saddle points of these functions which occurs in this dynamic control problem.

Domaines: Probabilités [math.PR]; Analyse fonctionnelle [math.FA]

Charles Castaing, Paul Raynaud de Fitte. On the fiber product of Young measures with application to a control problem with measures. Advances in mathematical economics, 2004, 6, pp.1-38. ⟨10.1007/978-4-431-68450-3_1⟩. ⟨hal-00726641⟩