CANONICAL REPRESENTATION OF SET-FUNCTIONS

被引:35
作者
GILBOA, I
SCHMEIDLER, D
机构
[1] OHIO STATE UNIV,DEPT ECON,COLUMBUS,OH 43210
[2] TEL AVIV UNIV,DEPT STAT,IL-69978 TEL AVIV,ISRAEL
关键词
COOPERATIVE GAME; UNANIMITY GAME; NONADDITIVE MEASURE; CHOQUET INTEGRAL;
D O I
10.1287/moor.20.1.197
中图分类号
C93 [管理学]; O22 [运筹学];
学科分类号
070105 ; 12 ; 1201 ; 1202 ; 120202 ;
摘要
The representation of a cooperative transferable utility game as a linear combination of unanimity games may be viewed as an isomorphism between not-necessarily additive set functions on the players space and additive ones on the coalitions space. (Or, alternatively, between nonadditive probability measures on a state space and additive ones on the space of events.) We extend the unanimity-basis representation to general (infinite) spaces of players, study spaces of games which satisfy certain properties and provide some conditions for sigma-additivity of the resulting additive set function (on the space of coalitions). These results also allow us to extend some representations of the Choquet integral from finite to infinite spaces.
引用
收藏
页码:197 / 212
页数:16
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