Results 11 to 20 of about 17,870 (232)
Finitely additive and measurable stochastic games [PDF]
International Journal of Game Theory, 1993 We consider two-person zero-sum stochastic games with arbitrary state and action spaces, a finitely additive law of motion and limit superior payoff function. The players use finitely additive strategies and the payoff function is evaluated in accordance with the theory of strategic measures as developed by Dubins and Savage.
Maitra, A., Sudderth, W.
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Webs and Bounded Finitely Additive Measures
Journal of Mathematical Analysis and Applications, 1997 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Manuel López Pellicer
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Finitely additive measures on N
Topology and its Applications, 1992 AbstractWe study finitely additive measures on N, in particular how nice such a measure can be. We would like our “nice” measures to satisfy the following demand: If Y is obtained from X by a process which makes sets r times as small, from an intuitive point of view, thenμ(Y)=r-1·μ(X) for all X, YϵP(N).
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Finitely additive probabilities and the Fundamental Theorem of Asset Pricing [PDF]
, 2009 This work aims at a deeper understanding of the mathematical implications of the economically-sound condition of absence of arbitrages of the first kind in a financial market.
Kardaras, Constantinos
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Beyond cash-additive risk measures: when changing the num\'{e}raire fails [PDF]
, 2013 We discuss risk measures representing the minimum amount of capital a financial institution needs to raise and invest in a pre-specified eligible asset to ensure it is adequately capitalized.
Farkas, Walter +2 more
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Type space on a purely measurable parameter space [PDF]
, 2005 Several game theoretical topics require the analysis of hierarchical beliefs, particularly in incomplete information situations. For the problem of incomplete information, Hars´anyi suggested the concept of the type space.
Pintér, Miklós
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Measure Recognition Problem [PDF]
, 2006 This is an article in mathematics, specifically in set theory. On the example of the Measure Recognition Problem (MRP) the article highlights the phenomenon of the utility of a multidisciplinary mathematical approach to a single mathematical problem, in ...
Cantor G +4 more
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Finitely additive measures on 𝑁 and the additive property [PDF]
Proceedings of the American Mathematical Society, 1984 Finitely additive measures on N {\mathbf {N}} satisfying an approximation of countable additivity, called (AP), are studied. These measures are generalizations of p p -points. From a p p -point a translation invariant measure with (AP) is constructed.
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Supermartingales as Radon-Nikodym densities and related measure extensions
, 2015 Certain countably and finitely additive measures can be associated to a given nonnegative supermartingale. Under weak assumptions on the underlying probability space, existence and (non)uniqueness results for such measures are proven.Comment: Published ...
Perkowski, Nicolas, Ruf, Johannes
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Convergence and submeasures in Boolean algebras [PDF]
, 2017 A Boolean algebra carries a strictly positive exhaustive submeasure if and only if it has a sequential topology that is uniformly Frechet.Comment: In memory of Bohuslav ...
Jech, Thomas
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