A value on ‘AN

Citation:

Abraham Neyman and Mertens, J. F. . 2003. “A Value On ‘An”. International Journal Of Game Theory, Pp. 109-120.

Abstract:

We prove here the existence of a value (of norm 1) on the spaces ’NA and even ’AN, the closure in the variation distance of the linear space spanned by all games f°µ, where µ is a non-atomic, non-negative finitely additive measure of mass 1 and f a real-valued function on [0,1] which satisfies a much weaker continuity at zero and one.