A characterization of exact non-atomic market games

DOI10.1016/j.jmateco.2014.08.005zbMath1308.91016OpenAlexW3110703196MaRDI QIDQ462855

Massimiliano Amarante

Publication date: 22 October 2014

Published in: Journal of Mathematical Economics (Search for Journal in Brave)

Full work available at URL: http://www.cireqmontreal.com/wp-content/uploads/cahiers/12-2013-cah.pdf

zbMATH Keywords

non-additive set functionsseparation theoremexact gamesintegral vector measurelower/upper envelopesnon-atomic market games

Mathematics Subject Classification ID

Cooperative games (91A12) Games involving topology, set theory, or logic (91A44)

Related Items (3)

Optimal insurance under maxmin expected utility ⋮ Minimax theorems for American options without time-consistency ⋮ Bipolar behavior of submodular, law-invariant capacities

Cites Work

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• Cores of non-atomic market games
• The bargaining set of a large game
• Values of non-differentiable markets with a continuum of traders
• Symmetric, coherent, Choquet capacities
• Cores of exact games. I
• Minimax tests and the Neyman-Pearson lemma for capacities
• Monotone continuous multiple priors
• Weak Compactness and Vector Measures
• Values and Derivatives
• Values of Non-Atomic Games
• On a Theorem of Lyapunov

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