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A characterization of exact non-atomic market games

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  • Amarante, Massimiliano

Abstract

Continuous exact non-atomic games are naturally associated to certain operators between Banach spaces. It thus makes sense to study games by means of the corresponding operators. We characterize non-atomic exact market games in terms of the properties of the associated operators. We also prove a separation theorem for weak compact sets of countably additive non-atomic measures, which is of independent interest.

Suggested Citation

  • Amarante, Massimiliano, 2014. "A characterization of exact non-atomic market games," Journal of Mathematical Economics, Elsevier, vol. 54(C), pages 59-62.
  • Handle: RePEc:eee:mateco:v:54:y:2014:i:c:p:59-62
    DOI: 10.1016/j.jmateco.2014.08.005
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    References listed on IDEAS

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    1. Massimiliano Amarante & Luigi Montrucchio, 2010. "The bargaining set of a large game," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 43(3), pages 313-349, June.
    2. Massimiliano Amarante & Fabio Maccheroni, 2006. "When an Event Makes a Difference," Theory and Decision, Springer, vol. 60(2), pages 119-126, May.
    3. Hart, Sergiu, 1977. "Values of non-differentiable markets with a continuum of traders," Journal of Mathematical Economics, Elsevier, vol. 4(2), pages 103-116, August.
    4. Alain Chateauneuf & Fabio Maccheroni & Massimo Marinacci & Jean-Marc Tallon, 2005. "Monotone continuous multiple priors," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 26(4), pages 973-982, November.
    5. L. Randall Wray & Stephanie Bell, 2004. "Introduction," Chapters,in: Credit and State Theories of Money, chapter 1 Edward Elgar Publishing.
    6. Philippe Robert-Demontrond & R. Ringoot, 2004. "Introduction," Post-Print halshs-00081823, HAL.
    7. M. Amarante & F. Maccheroni & M. Marinacci & L. Montrucchio, 2006. "Cores of non-atomic market games," International Journal of Game Theory, Springer;Game Theory Society, vol. 34(3), pages 399-424, October.
    8. repec:hal:journl:halshs-00177057 is not listed on IDEAS
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    Cited by:

    1. Denis Belomestny & Volker Kraetschmer, 2017. "Minimax theorems for American options in incomplete markets without time-consistency," Papers 1708.08904, arXiv.org.

    More about this item

    Keywords

    Non-additive set functions; Integral vector measure; Lower/upper envelopes; Separation theorem; Exact games; Non-atomic market games;

    JEL classification:

    • C71 - Mathematical and Quantitative Methods - - Game Theory and Bargaining Theory - - - Cooperative Games

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