Values of nondifferentiable vector measure games

We introduce ideas and methods from distribution theory into value theory. This new approach enables us to construct new diagonal formulas for the Mertens value (Int J Game Theory 17:1–65, <CitationRef CitationID="CR5">1988</CitationRef>) and the Neyman value (Isr J Math 124:1–27, <CitationRef CitationID="CR6">2001</CitationRef>) on a large space of non-differentiable games. This in turn enables us to give an affirmative answer to the question, first posed by Neyman (Isr J Math 124:1–27, <CitationRef CitationID="CR6">2001</CitationRef>), whether the Mertens value and the Neyman value coincide “modulo Banach limits”? The solution is an intermediate result towards a characterization of values of norm 1 of vector measure games with bounded variation. Copyright Springer-Verlag Berlin Heidelberg 2013