Games of bounded deviation,additivizations of games and asymptotic martingales |
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Authors: | T E Armstrong |
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Institution: | 1. Department of Mathematics and Statistics, University of Maryland, Baltimore County Campus, 21228, Baltimore, Maryland, USA
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Abstract: | We consider games in coalition function form on a, generally infinite, algebra of coalitions. For finite algebras the additive part mappingv E(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
is an isomorphism between:a) |
Additive games and martingales
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Superadditive games and supermartingales
| c) |
Shapley's games of bounded deviationBD() in his (1953) dissertation and bounded F-processes of Armstrong (1983)
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Gilboa's spaceBS() (1989) and bounded processes of Armstrong (1983)
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Keywords: | |
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