Value on a class of non-differentiable market games
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We prove the existence of a (unique) Aumann-Shapley value on the space on non-atomic gamesQn generated byn-handed glove games. (These are the minima ofn non-atomic mutually singular probability measures.) It is also shown that this value can be extended to a value on the smallest space containingQn andpNA.
KeywordsProbability Measure Economic Theory Game Theory Small Space Market Game
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