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Lectures on Choquet’s Theorem

Lecture notes in mathematicsPublished 1 January 2001
R. R. Phelps
Citations1,297

Abstract

A well written, readable and easily accessible introduction to "Choquet theory", which treats the representation of elements of a compact convex set as\n \nintegral averages over extreme points of the set. The interest in this material arises both from its appealing geometrical nature as well as its extraordinarily wide range of\n \napplication to areas ranging from approximation theory to ergodic theory. Many of these applications are treated in this book. This second edition is an expanded and updated version\n \nof what has become a classic basic reference in the subject.

Keywords

Decision SciencesEconomics, Econometrics and Finance