Selection theorem

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, $F:X\to {𝒫}(Y)$ is a function from X to the power set of Y.

A function $f:X\to Y$ is said to be a selection of F if

$\mathrm{\forall }x\in X:f(x)\in F(x).$

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 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 →

${𝒫}(Y)$

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,

$[S{]}_{\epsilon }$

denotes the

$\epsilon$

-dilation of

$S$

, that is, the union of radius-

$\epsilon$

open balls centered on points in

$S$

. The theorem implies the existence of a continuous approximate selection.

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.

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:

• X is a paracompact space;
• Y is a normed vector space;
• F is almost lower hemicontinuous, that is, at each $x\in X$, for each neighborhood $V$ of $0$ there exists a neighborhood $U$ of $x$ such that $\bigcap _{u\in U}\{F(u)+V\}\ne \mathrm{\varnothing }$;
• for all x in X, the set F(x) is nonempty and convex.

These conditions guarantee that $F$ has a continuous approximate selection. This conclusion is thus weaker than in Michael's theorem.

In a later note, Xu proved that the Deutsch–Kenderov theorem is also valid if $Y$ 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 ${ℬ}$ its Borel σ-algebra, $\mathrm{C}\mathrm{l}(X)$ is the set of nonempty closed subsets of X, $(\mathrm{\Omega },{ℱ})$ is a measurable space, and $F:\mathrm{\Omega }\to \mathrm{C}\mathrm{l}(X)$ is an ${ℱ}$-weakly measurable map (that is, for every open subset $U\subseteq X$ we have $\{\omega \in \mathrm{\Omega }:F(\omega )\cap U\ne \mathrm{\varnothing }\}\in {ℱ}$), then $F$ has a selection that is $({ℱ},{ℬ})$-measurable.

Other selection theorems for set-valued functions include:

• Bressan–Colombo directionally continuous selection theorem
• Castaing representation theorem
• Fryszkowski decomposable map selection
• Helly's selection theorem
• Zero-dimensional Michael selection theorem
• Robert Aumann measurable selection theorem

Selection theorems for set-valued sequences

• Blaschke selection theorem