|
| |
| Francesca Centrone |
| |
| ''Representation of Epstein-Marinacci derivatives of absolutely continuous TU games'' |
| ( 2016, Vol. 36 No.2 ) |
| |
| |
| We show that, for some classes of transferable utility (TU) games widely used in Game Theory and Mathematical Economics, Epstein and Marinacci derivatives have a natural representation in terms of a "generalized" Radon-Nikodym derivative. This has a straightforward interpretation in a General Equilibrium context, where marginal contributions can be seen as a fair way to reward each group of agents. |
| |
| |
| Keywords: Non-additive set functions, Shapley value, non-atomic games, derivatives of transferable utility (TU) games, Radon-Nikodym derivative, marginal contributions, production economy, General Equilibrium. |
|
| |
| Manuscript Received : Mar 12 2014 | | Manuscript Accepted : Jun 11 2016 |
|
