IDEAS home Printed from
   My bibliography  Save this paper

Finite ß-Playable Effectivity Functions


  • Stefano vannucci



The ß-effectivity function of a strategic game form G describes the decision power of coalitions under G as contingent on the ability of each coalition to predict the behaviour of the complementary coalition. An e¤ectivity function E is ß-playable if there exists a strategic game form G such that E is the ß-effectivity function of G. It is shown that whenever the player set and the outcome set are fi?nite an effectivity function E is ß-playable if and only if E is both outcome-monotonic and polar-superadditive. Moreover, the underlying strategic game form only needs ?small?strategy spaces, whose size is linear in the size of the monotonic co-basis of E. As a by-product of that result, a few new characterizations of tight finite e¤ectivity functions are also obtained.

Suggested Citation

  • Stefano vannucci, 2012. "Finite ß-Playable Effectivity Functions," Department of Economics University of Siena 669, Department of Economics, University of Siena.
  • Handle: RePEc:usi:wpaper:669

    Download full text from publisher

    File URL:
    Download Restriction: no

    References listed on IDEAS

    1. Moulin, H. & Peleg, B., 1982. "Cores of effectivity functions and implementation theory," Journal of Mathematical Economics, Elsevier, vol. 10(1), pages 115-145, June.
    Full references (including those not matched with items on IDEAS)

    More about this item

    JEL classification:

    • C62 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Existence and Stability Conditions of Equilibrium
    • C70 - Mathematical and Quantitative Methods - - Game Theory and Bargaining Theory - - - General
    • D72 - Microeconomics - - Analysis of Collective Decision-Making - - - Political Processes: Rent-seeking, Lobbying, Elections, Legislatures, and Voting Behavior

    NEP fields

    This paper has been announced in the following NEP Reports:


    Access and download statistics


    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:usi:wpaper:669. 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: (Fabrizio Becatti). 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.