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 language | English |
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Pages (from-to) | 411–433 |
Journal | International Journal of Game Theory |
Volume | 45 |
DOIs | |
Publication status | Published - 23 Nov 2015 |