Values of vector measure market games and their representations

Omer Edhan Idan, Omer Edhan

Research output: Contribution to journalArticlepeer-review

Abstract

We offer a representation result for values of vector measure market games, proving that the value of a game is an “average of marginals”. As a direct result we obtain that the Mertens value is the unique continuous value on the space of vector measure market games, and the unique value on the space of Lipschitz vector measure market games.
Original languageEnglish
Pages (from-to)411–433
JournalInternational Journal of Game Theory
Volume45
DOIs
Publication statusPublished - 23 Nov 2015

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