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Under what general conditions is the set $S := \left\{\int_{X}v(x)\pi(x)\,\mathrm{d}P(x) \mi...

I guess that if $v$ is $P$-integrable then the answer is positive, and actually the set is compact. Indeed, what you are looking for in this case is the compactness of the Aumann integral of the measu …
Martin Väth's user avatar
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