A characterization of exact non-atomic market games

DOI10.1016/J.JMATECO.2014.08.005zbMATH Open1308.91016OpenAlexW3110703196MaRDI QIDQ462855FDOQ462855

Authors: 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

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zbMATH Keywords

separation theoremexact gamesintegral vector measurelower/upper envelopesnon-additive set functionsnon-atomic market games

Mathematics Subject Classification ID

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

Cites Work

• Title not available (Why is that?)
• Infinite dimensional analysis. A hitchhiker's guide.
• Values of Non-Atomic Games
• Title not available (Why is that?)
• Weak Compactness and Vector Measures
• Cores of exact games. I
• On a Theorem of Lyapunov
• Minimax tests and the Neyman-Pearson lemma for capacities
• Monotone continuous multiple priors
• Symmetric, coherent, Choquet capacities
• Values of non-differentiable markets with a continuum of traders
• Upper probabilities and additivity
• Values and Derivatives
• Cores of non-atomic market games
• The bargaining set of a large game

Cited In (6)

• Optimal insurance under maxmin expected utility
• Market representations of $n$-person games
• Market Equilibrium for Combinatorial Auctions and the Matching Core of Nonnegative TU Games
• Bipolar behavior of submodular, law-invariant capacities
• The not-quite non-atomic game: non-emptiness of the core in large production games
• Minimax theorems for American options without time-consistency

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