Abstract
The purpose of this paper is to establish the intrinsic relations between the cores of exact games on σ-algebras and the extensions of exact games to function spaces. Given a probability space, to derive a probabilistic representation for exact functionals, we endow them with two probabilistic conditions: law invariance and the Fatou property. The representation theorem for exact functionals lays a probabilistic foundation for nonatomic scalar measure games. Based on the notion of P-convexity, we also investigate the equivalent conditions for the representation of anonymous convex games.
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Sagara, N. (2012). A Probabilistic Representation of Exact Games on σ-Algebras. In: Greco, S., Bouchon-Meunier, B., Coletti, G., Fedrizzi, M., Matarazzo, B., Yager, R.R. (eds) Advances in Computational Intelligence. IPMU 2012. Communications in Computer and Information Science, vol 300. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-31724-8_24
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DOI: https://doi.org/10.1007/978-3-642-31724-8_24
Publisher Name: Springer, Berlin, Heidelberg
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