Citation:
Neyman A, Mertens JF. A value on `AN. International Journal of Game Theory. 2003 : 109-120.
Paper | 369 KB |
Abstract:
We prove here the existence of a value (of norm 1) on the spaces 'NA and even 'AN, the closure in the variation distance of the linear space spanned by all games f°µ, where µ is a non-atomic, non-negative finitely additive measure of mass 1 and f a real-valued function on [0,1] which satisfies a much weaker continuity at zero and one.
See also: The Shapley value