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Let $\mathcal{U} = \{U_i\}_{i\in I} $ be a collection of open sets with the property that the set $\bigcap_{i\in J} U_i $ is open for all subsets $J$ of $I$.

Is there a name for such collections of open sets?

Both locally finite collections and point-finite collections have this property, but these notions are too strong (just think of infinite discrete spaces).

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    A topological space in which _every_ collection of open sets has this property is called an Alexandrov space.2012-05-30

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Such collections have been called interior preserving, as in the definition of orthocompact space found here. An older and less descriptive term is Q-collection, as in this paper.

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    @Roar: No problem: someone may have come up with a better name since I worked with them.2012-05-30