Value on a class of non-differentiable market games

Y. Tauman

doi:10.1007/BF01755962

Value on a class of non-differentiable market games

Y. Tauman

Economics

Research output: Contribution to journal › Article › peer-review

8 Scopus citations

Abstract

We prove the existence of a (unique) Aumann-Shapley value on the space on non-atomic games Qⁿ generated by n-handed glove games. (These are the minima of n non-atomic mutually singular probability measures.) It is also shown that this value can be extended to a value on the smallest space containing Qⁿ and pNA.

Original language	English
Pages (from-to)	155-162
Number of pages	8
Journal	International Journal of Game Theory
Volume	10
Issue number	3-4
DOIs	https://doi.org/10.1007/BF01755962
State	Published - Sep 1981

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title = "Value on a class of non-differentiable market games",

abstract = "We prove the existence of a (unique) Aumann-Shapley value on the space on non-atomic games Qn generated by n-handed glove games. (These are the minima of n non-atomic mutually singular probability measures.) It is also shown that this value can be extended to a value on the smallest space containing Qn and pNA.",

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AB - We prove the existence of a (unique) Aumann-Shapley value on the space on non-atomic games Qn generated by n-handed glove games. (These are the minima of n non-atomic mutually singular probability measures.) It is also shown that this value can be extended to a value on the smallest space containing Qn and pNA.

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DO - 10.1007/BF01755962

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SP - 155

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JO - International Journal of Game Theory

JF - International Journal of Game Theory

IS - 3-4

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Value on a class of non-differentiable market games

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