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Value on a class of non-differentiable market games

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Abstract

We prove the existence of a (unique) Aumann-Shapley value on the space on non-atomic gamesQ n 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 containingQ n andpNA.

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References

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Tauman, Y. Value on a class of non-differentiable market games. Int J Game Theory 10, 155–162 (1981). https://doi.org/10.1007/BF01755962

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  • DOI: https://doi.org/10.1007/BF01755962

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