My bibliography  Save this paper

# The Core of Large TU Games

## Author

Listed:
• Larry G. Epstein

() (University of Rochester)

• Massimo Marinacci

() (University of Torino)

## Abstract

For non-atomic TU games nu satisfying suitable conditions, the core can be determined by computing appropriate derivatives of nu. Further, such computations yield one of two stark conclusions: either core(nu) is empty or it consists of a single measure that can be expressed explicitly in terms of derivatives of $\nu$. In this sense, core theory for a class of games may be reduced to calculus.

## Suggested Citation

• Larry G. Epstein & Massimo Marinacci, 2000. "The Core of Large TU Games," RCER Working Papers 469, University of Rochester - Center for Economic Research (RCER).
• Handle: RePEc:roc:rocher:469
as

File URL: http://rcer.econ.rochester.edu/RCERPAPERS/rcer_469.pdf
File Function: full text

## References listed on IDEAS

as
1. Hart, Sergiu & Neyman, Abraham, 1988. "Values of non-atomic vector measure games : Are they linear combinations of the measures?," Journal of Mathematical Economics, Elsevier, vol. 17(1), pages 31-40, February.
2. Larry G. Epstein, 1999. "A Definition of Uncertainty Aversion," Review of Economic Studies, Oxford University Press, vol. 66(3), pages 579-608.
3. Schmeidler, David, 1989. "Subjective Probability and Expected Utility without Additivity," Econometrica, Econometric Society, vol. 57(3), pages 571-587, May.
4. Diego Moreno & Benyamin Shitovitz & Ezra Einy, 1999. "The core of a class of non-atomic games which arise in economic applications," International Journal of Game Theory, Springer;Game Theory Society, vol. 28(1), pages 1-14.
Full references (including those not matched with items on IDEAS)

### Keywords

core; transferable utility; non atomic game;

### JEL classification:

• C7 - Mathematical and Quantitative Methods - - Game Theory and Bargaining Theory

### NEP fields

This paper has been announced in the following NEP Reports:

## Corrections

All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:roc:rocher:469. See general information about how to correct material in RePEc.

For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Richard DiSalvo). General contact details of provider: .

If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

If CitEc recognized a reference but did not link an item in RePEc to it, you can help with this form .

If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

Please note that corrections may take a couple of weeks to filter through the various RePEc services.

IDEAS is a RePEc service hosted by the Research Division of the Federal Reserve Bank of St. Louis . RePEc uses bibliographic data supplied by the respective publishers.