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Canonical Representation of Set Functions

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Author Info
Itzhak Gilboa
David Schmeidler

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Abstract

The representation of a cooperative transferable utility game as a linear combination of unanimity games may be viewed as an isomorphism between not-necessarily additive set functions on the players space and additive ones on the coalitions space. We extend the unanimity-basis representation to general (infinite) spaces of players, study spaces of games of games which satisfy certain properties and provide some conditions for sigma-additivity of the resulting additive set function (on the space of coalitions). These results also allow us to extend some representations of the Choquet integral from finite to infinite spaces.

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Paper provided by Northwestern University, Center for Mathematical Studies in Economics and Management Science in its series Discussion Papers with number 986.

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Date of creation: Apr 1992
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Handle: RePEc:nwu:cmsems:986

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Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
  1. Itzhak Gilboa & David Schmeidler, 1992. "Additive Representation of Non-Additive Measures and the Choquet Integral," Discussion Papers 985, Northwestern University, Center for Mathematical Studies in Economics and Management Science. [Downloadable!]
  2. Itzhak Gilboa & David Schmeidler, 1991. "Updating Ambiguous Beliefs," Discussion Papers 924, Northwestern University, Center for Mathematical Studies in Economics and Management Science. [Downloadable!]
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  3. Gilboa, Itzhak & Lehrer, Ehud, 1991. "Global Games," International Journal of Game Theory, Springer, vol. 20(2), pages 129-47.
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    • Itzhak Gilboa & Ehud Lehrer, 1990. "Global Games," Discussion Papers 922, Northwestern University, Center for Mathematical Studies in Economics and Management Science. [Downloadable!]
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Cited by:
(explanations, Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.)

  1. De Waegenaere, A. & Wakker, P., 1997. "Choquet integrals with respect to non-monotonic set functions," Discussion Paper 44, Tilburg University, Center for Economic Research. [Downloadable!]
  2. Simon Grant & Atsushi Kajii, 2005. "Probabilistically Sophisticated Multiple Priors," KIER Working Papers 608, Kyoto University, Institute of Economic Research. [Downloadable!]
  3. Christian Bauer, . "Products of convex measures: A Fubini theorem," Macroeconomics, Department of Economics, Economics I, Bayreuth University. [Downloadable!]
  4. Massimo Marinacci, 1995. "Decomposition and Representation of Coalitional Games," Discussion Papers 1152, Northwestern University, Center for Mathematical Studies in Economics and Management Science. [Downloadable!]
  5. Alain Chateauneuf & Jean-Philippe Lefort, 2006. "Some Fubini theorems on sigma-algebras for non additive measures," Cahiers de la Maison des Sciences Economiques b06086, Université Panthéon-Sorbonne (Paris 1). [Downloadable!]
  6. Zaier Aouani, 2004. "Exact capacities and star shaped distorted probabilities," Cahiers de la Maison des Sciences Economiques b04117, Université Panthéon-Sorbonne (Paris 1). [Downloadable!]
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