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math.OC2022★ 3 cited
Epi-Convergence of Expectation Functions under Varying Measures and Integrands
Eugene A. Feinberg, Pavlo O. Kasyanov, Johannes O. Royset
For expectation functions on metric spaces, we provide sufficient conditions for epi-convergence under varying probability measures and integrands, and examine applications in the…
math.OC2022
Equivalent Conditions for Weak Continuity of Nonlinear Filters
Eugene A. Feinberg, Pavlo O. Kasyanov
This paper studies weak continuity of nonlinear filters. It is well-known that Borel measurability of transition probabilities for problems with incomplete state observations is pr…