A generalization of Fatou’s lemma for extended real-valued functions on σ-finite measure spaces: with an application to infinite-horizon optimization in discrete time
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DOI: 10.1186/s13660-016-1288-5
Abstract: Given a sequence {fn}n∈N$\{f_{n}\}_{n \in \mathbb {N}}$ of measurable functions on a σ-finite measure space such that the integral of each fn$f_{n}$ as well as that of lim supn↑∞fn$\limsup_{n \uparrow\infty} f_{n}$ exists in R‾$\overline{\mathbb {R}}$, we… read more here.
Keywords: horizon optimization; finite measure; discrete time; measure ... See more keywords