Lectures on Choquet's Theorem
By R. Phelps. 1966
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- Jeroen M. Swinkels
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- Semyon Malamud
Citations in the corpus
- Functional Analysis and Infinite-Dimensional Geometry (2001, unknown): “[Phe1] R.”
- Making and Evaluating Point Forecasts (2009, background): “ this duality does not appear to be widely appreciated. Our next result shows that the class of the consistent scoring functions is convex, and thus suggests the existence of Choquet representations (Phelps 1966). 12 Theorem 2.3. Let λ be a measure on a measurable space (Ω,A). Suppose that for all ω”
- Bayesian Persuasion (2024, unknown): “Therefore, by Choquet’s Theorem (e.g., Phelps 2001), for any (µ′, z′) ∈ H, there exists a probability measure η s.t. (µ′, z′) = ∫ H (µ, z) dη (µ, z) with η supported by extreme points of H.”