K-balanced games and capacities

In this paper, we present a generalization of the concept of balanced game for finite games. Balanced games are those having a nonempty core, and this core is usually considered as the solution of game. Based on the concept of k-additivity, we define to so-called k-balanced games and the corresponding generalization of core, the k-additive core, whose elements are not directly imputations but k-additive games. We show that any game is k-balanced for a suitable choice of k, so that the corresponding k-additive core is not empty. For the games in the k-additive core, we propose a sharing procedure to get an imputation and a representative value for the expectations of the players based on the pessimistic criterion. Moreover, we look for necessary and sufficient conditions for a game to be k-balanced. For the general case, it is shown that any game is either balanced or 2-balanced. Finally, we treat the special case of capacities.Coopertaive games, k-additivity, balanced games, capacities, core.

Ergodic Theorems for Lower Probabilities

We establish an Ergodic Theorem for lower probabilities, a generalization of standard probabilities widely used in applications. As a by-product, we provide a version for lower probabilities of the Strong Law of Large Numbers

Some Fubini theorems on product sigma-algebras for non-additive measures

We give some Fubini's theorems (interversion of the order of integration and product capacities) in the framework of the Choquet integral for product sigma-algebras. Following Ghirardato this is performed by considering slice-comonotonic functions. Our results can be easily interpreted for belief functions, in the Dempster and Shafer setting.Choquet integral, product capacity.

A new integral for capacities

A new integral for capacities, different from the Choquet integral, is introduced and characterized. The main feature of the new integral is concavity, which might be interpreted as uncertainty aversion. The integral is then extended to fuzzy capacities, which assign subjective expected values to random variables (e.g., portfolios) and may assign subjective probability only to a partial set of events. An equivalence between minimum over sets of additive capacities (not necessarily probability distributions) and the integral w.r.t. fuzzy capacities is demonstrated. The extension to fuzzy capacities enables one to calculate the integral also when there is information only about a few events and not about all of them.new integral, capacity, choquet integral, fuzzy capacity, concavity

The core of bicapacities and bipolar games

Bicooperative games generalize classical cooperative games in the sense that a player is allowed to play in favor or against some aim, besides non participation. Bicapacities are monotonic bicooperative games, they are useful in decision making where underlying scales are of bipolar nature, i.e., they distinguish between good/satisfactory values and bad/unsatisfactory ones. We propose here a more general framework to represent such situations, called bipolar game. We study the problem of finding the core of such games, i.e., theset of additive dominating games.fuzzy measure, bicapacity, cooperative game, bipolar scale,core

Optimism and Pessimism in Games

This paper considers the impact of ambiguity in strategic situations. It extends the earlier literature by allowing for optimistic responses to ambiguity. Ambiguity is modelled by CEU preferences. We propose a new solution concept for players who may express ambiguity- preference. Then we study comparative statics of changes in ambiguity-attitude in games with strategic complements. This gives a precise statement of the impact of ambiguity on economic behaviour.Ambiguity in games, support, strategic complementarity, optimism, multiple equilibria.

Capacities and Games on Lattices: A Survey of Result

We provide a survey of recent developments about capacities (or fuzzy measures) and ccoperative games in characteristic form, when they are defined on more general structures than the usual power set of the universal set, namely lattices. In a first part, we give various possible interpretations and applications of these general concepts, and then we elaborate about the possible definitions of usual tools in these theories, such as the Choquet integral, the Möbius transform, and the Shapley value.capacity, fuzzy measure, game, lattice, Choquet integral,Shapley value