Citation:
Neyman, Jean-Francois Mertens, and Abraham. “A Value On 'An”. Discussion Papers 2001. Web.
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 o mu, where mu 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 weakened continuity at zero and one.