The conic property for vector measure market games

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Abstract

We prove that every continuous value on a space of vector measure market games (Formula presented.), containing the space of nonatomic measures (Formula presented.), has the conic property, i.e., if a game (Formula presented.) coincides with a nonatomic measure (Formula presented.) on a conical diagonal neighborhood then (Formula presented.). We deduce that every continuous value on the linear space (Formula presented.), spanned by all vector measure market games, is determined by its values on (Formula presented.) - the space of vector measure market games which are Lipschitz functions of the measures. © 2014 Springer-Verlag Berlin Heidelberg.
Original languageEnglish
JournalInternational Journal of Game Theory
DOIs
Publication statusPublished - 26 Aug 2014

Keywords

  • Nonatomic games
  • Shapley value

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