In functional analysis, a branch of mathematics, a selection theorem is a theorem that guarantees the existence of a single-valued selection function from a given set-valued map. There are various selection theorems, and they are important in the theories of differential inclusions, optimal control, and mathematical economics.
Preliminaries Given two sets X and Y, let F be a set-valued function from X and Y. Equivalently, F : X → P ( Y ) {\displaystyle F:X\rightarrow {\mathcal {P}}(Y)} is a function from X to the power set of Y. A function f : X → Y {\displaystyle f:X\rightarrow Y} is said to be a selection of F if
∀ x ∈ X : f ( x ) ∈ F ( x ) . {\displaystyle \forall x\in X:\,\,\,f(x)\in F(x)\,.}
In other words, given an input x for which the original function F returns multiple values, the new function f returns a single value. This is a special case of a choice function. The axiom of choice implies that a selection function always exists; however, it is often important that the selection have some "nice" properties, such as continuity or measurability. This is where the selection theorems come into action: they guarantee that, if F satisfies certain properties, then it has a selection f that is continuous or has other desirable properties.
Selection theorems for set-valued functions The Michael selection theorem says that the following conditions are sufficient for the existence of a continuous selection:
X is a paracompact space; Y is a Banach space; F is lower hemicontinuous; for all x in X, the set F(x) is nonempty, convex and closed. The approximate selection theorem states the following:Suppose X is a compact metric space, Y a non-empty compact, convex subset of a normed vector space, and Φ: X → P ( Y ) {\displaystyle {\mathcal {P}}(Y)} a multifunction all of whose values are compact and convex. If graph(Φ) is closed, then for every ε > 0 there exists a continuous function f : X → Y with graph(f) ⊂ [graph(Φ)]ε.Here, [ S ] ε {\displaystyle [S]_{\varepsilon }} denotes the ε {\displaystyle \varepsilon } -dilation of S {\displaystyle S} , that is, the union of radius- ε {\displaystyle \varepsilon } open balls centered on points in S {\displaystyle S} . The theorem implies the existence of a continuous approximate selection. Another set of sufficient conditions for the existence of a continuous approximate selection is given by the Deutsch–Kenderov theorem, whose conditions are more general than those of Michael's theorem (and thus the selection is only approximate):
X is a paracompact space; Y is a normed vector space; F is almost lower hemicontinuous, that is, at each x ∈ X {\displaystyle x\in X} , for each neighborhood V {\displaystyle V} of 0 {\displaystyle 0} there exists a neighborhood U {\displaystyle U} of x {\displaystyle x} such that ⋂ u ∈ U { F ( u ) + V } ≠ ∅ {\textstyle \bigcap _{u\in U}\{F(u)+V\}\neq \emptyset } ; for all x in X, the set F(x) is nonempty and convex. In a later note, Xu proved that the Deutsch–Kenderov theorem is also valid if Y {\displaystyle Y} is a locally convex topological vector space. The Yannelis-Prabhakar selection theorem says that the following conditions are sufficient for the existence of a continuous selection:
X is a paracompact Hausdorff space; Y is a linear topological space; for all x in X, the set F(x) is nonempty and convex; for all y in Y, the inverse set F−1(y) is an open set in X. The Kuratowski and Ryll-Nardzewski measurable selection theorem says that if X is a Polish space and B {\displaystyle {\mathcal {B}}} its Borel σ-algebra, C l ( X ) {\displaystyle \mathrm {Cl} (X)} is the set of nonempty closed subsets of X, ( Ω , F ) {\displaystyle (\Omega ,{\mathcal {F}})} is a measurable space, and F : Ω → C l ( X ) {\displaystyle F:\Omega \to \mathrm {Cl} (X)} is an F {\displaystyle {\mathcal {F}}} -weakly measurable map (that is, for every open subset U ⊆ X {\displaystyle U\subseteq X} we have { ω ∈ Ω : F ( ω ) ∩ U ≠ ∅ } ∈ F {\displaystyle \{\omega \in \Omega :F(\omega )\cap U\neq \emptyset \}\in {\mathcal {F}}} ), then F {\displaystyle F} has a selection that is ( F , B ) {\displaystyle ({\mathcal {F}},{\mathcal {B}})} -measurable. Other selection theorems for set-valued functions include:
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