On a generalization of the Dvoretzky-Wald-Wolfowitz theorem with an application to a robust optimization problem
Anna Jaśkiewicz, Andrzej S. Nowak·2017-12-21·via math.PR updates on arXiv.org
A generalization of the Dvoretzky-Wald-Wolfowitz theorem to the case of conditional expectations is provided assuming that the $σ$-field on the state space has no conditional atoms.