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Maximum theorem : ウィキペディア英語版
Maximum theorem
The maximum theorem provides conditions for the continuity of an optimized function and the set of its maximizers as a parameter changes. The statement was first proven by Claude Berge in 1959.〔Ok, p. 306〕 The theorem is primarily used in mathematical economics.
==Statement of theorem==
Let X and \Theta be metric spaces, f:X\times\Theta\to\mathbb be a function jointly continuous in its two arguments, and C:\Theta\twoheadrightarrow X be a compact-valued correspondence.
For x in X and \theta in \Theta, let
: f^
*(\theta)=\max\ and
: C^
*(\theta)=\mathrm\max\=\.
If C is continuous (i.e. both upper and lower hemicontinuous) at some \theta, then f^
* is continuous at \theta and C^
* is non-empty, compact-valued, and upper hemicontinuous at \theta.

抄文引用元・出典: フリー百科事典『 ウィキペディア(Wikipedia)
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