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Games of bounded deviation,additivizations of games and asymptotic martingales
Authors:T E Armstrong
Institution:1. Department of Mathematics and Statistics, University of Maryland, Baltimore County Campus, 21228, Baltimore, Maryland, USA
Abstract:We consider games in coalition function form on a, generally infinite, algebra of coalitions. For finite algebras the additive part mappingv rarrE(v ¦) is the usual. The concern here is the analogue for infinite algebras. The useful construction is the finitely additive stochastic process of additive parts of the game on the filtration f of finite subalgebras of.It is shown that 
$$\overline M $$
is an isomorphism between:
a)  Additive games and martingales
b)  Superadditive games and supermartingales
c)  Shapley's games of bounded deviationBD() in his (1953) dissertation and bounded F-processes of Armstrong (1983)
d)  Gilboa's spaceBS() (1989) and bounded processes of Armstrong (1983)
Keywords:
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