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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

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 theorem² 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 theorem³ 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,⁴ 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.⁵

The Yannelis-Prabhakar selection theorem⁶ 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.⁷

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
• Maximum theorem

References

1. Border, Kim C. (1989). Fixed Point Theorems with Applications to Economics and Game Theory. Cambridge University Press. ISBN 0-521-26564-9. 0-521-26564-9 ↩

2. Michael, Ernest (1956). "Continuous selections. I". Annals of Mathematics. Second Series. 63 (2): 361–382. doi:10.2307/1969615. hdl:10338.dmlcz/119700. JSTOR 1969615. MR 0077107. /wiki/Ernest_Michael ↩

3. Shapiro, Joel H. (2016). A Fixed-Point Farrago. Springer International Publishing. pp. 68–70. ISBN 978-3-319-27978-7. OCLC 984777840. 978-3-319-27978-7 ↩

4. Deutsch, Frank; Kenderov, Petar (January 1983). "Continuous Selections and Approximate Selection for Set-Valued Mappings and Applications to Metric Projections". SIAM Journal on Mathematical Analysis. 14 (1): 185–194. doi:10.1137/0514015. /wiki/Doi_(identifier) ↩

5. Xu, Yuguang (December 2001). "A Note on a Continuous Approximate Selection Theorem". Journal of Approximation Theory. 113 (2): 324–325. doi:10.1006/jath.2001.3622. https://doi.org/10.1006%2Fjath.2001.3622 ↩

6. Yannelis, Nicholas C.; Prabhakar, N. D. (1983-12-01). "Existence of maximal elements and equilibria in linear topological spaces". Journal of Mathematical Economics. 12 (3): 233–245. CiteSeerX 10.1.1.702.2938. doi:10.1016/0304-4068(83)90041-1. ISSN 0304-4068. /wiki/CiteSeerX_(identifier) ↩

7. V. I. Bogachev, "Measure Theory" Volume II, page 36. https://www.springer.com/math/analysis/book/978-3-540-34513-8 ↩