Fatou's Lemma for Multifunctions with Unbounded Values

@article{Balder1995FatousLF,
  title={Fatou's Lemma for Multifunctions with Unbounded Values},
  author={Erik J. Balder and Christian Hess},
  journal={Math. Oper. Res.},
  year={1995},
  volume={20},
  pages={175-188}
}
Fatou’s lemma in finitely many dimensions goes back to Aumann [2] and Schmeidler [32]. It plays an important technical role in the usual proofs of competitive equilibrium existence. Related versions of Fatou’s lemma were given by Artstein and Hildenbrand-Mertens [1, 24], and in [3] a version was given that subsumes the aforementioned ones. In another development, Olech introduced the use of cones of directions with uniform integrability properties [30]. Extensions of Fatou’s lemma to infinite… CONTINUE READING

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