Search Results - subject:"finitely additive probability"

Finitely additive behavioral strategies : when do they induce an unambiguous expected payoff?

Flesch, János; Vermeulen, Dries; Zseleva, Anna - In: International journal of game theory 53 (2024) 2, pp. 695-723

Persistent link: https://www.econbiz.de/10015189061

Best-response equilibrium : an equilibrium in finitely additive mixed strategies

Milchtaich, Igal - In: International journal of game theory 52 (2023) 4, pp. 1317-1334

Persistent link: https://www.econbiz.de/10014512314

On linear aggregation of infinitely many finitely additive probability measures

Nielsen, Michael - In: Theory and decision : an international journal for … 86 (2019) 3/4, pp. 421-436

Persistent link: https://www.econbiz.de/10012133547

Finitely additive dynamic programming

Sudderth, William D. - In: Mathematics of operations research 41 (2016) 1, pp. 92-108

Persistent link: https://www.econbiz.de/10011448301

A note on the law of large numbers in economics

Berti, Patrizia; Gori, Michele; Rigo, Pietro - 2010

Let (S, B, G ) and (T, C,Q) be probability spaces, with Q nonatomic, and H = {h in C : Q(H) 0}. In some economic models, the following conditional law of large numbers (LLN) is requested. There are a probability space (O,A,P) and a process X = {Xt : t in T}, with state space (S, B), satisfying...

Persistent link: https://www.econbiz.de/10010335285

Finitely Additive Equivalent Martingale Measures

Berti, Patrizia; Pratelli, Luca; Rigo, Pietro - 2010

sufficient as well. In addition, there is a finitely additive probability P on A, such that P << P0 and EP (X) = 0 for all X in L … additive probability P on A, such that P tilde P0 and EP (X) = 0 for all X in L, if and only if cEQ(X) = ess sup(-X), X in L …Let L be a linear space of real bounded random variables on the probability space (omega,A, P0). There is a finitely …

Persistent link: https://www.econbiz.de/10010335300