Mertens, Jean-Francois; Neyman, Abraham - Center for the Study of Rationality, Hebrew University … - 2001
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...