Value on a class of non-differentiable market games

Research output: Contribution to journalArticlepeer-review

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 languageEnglish
Pages (from-to)155-162
Number of pages8
JournalInternational Journal of Game Theory
Volume10
Issue number3-4
DOIs
StatePublished - Sep 1981
Externally publishedYes

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