A Characterization of Exact Non-atomic Market Games
Article [Version of Record]
Is part ofCahier de recherche ; no. 2013-09.
Publisher(s)Université de Montréal. Département de sciences économiques.
Continuous exact non-atomic games are naturally associated to certain operators between Banach spaces. It thus makes sense to study games by means of the corresponding operators. We characterize non-atomic exact market games in terms of the properties of the associated operators. We also prove a separation theorem for weak compact sets of countably additive measures, which is of independent interest.