期刊名称:Discussion Paper Series / Department of Economics, New York University
出版年度:2005
卷号:1
出版社:New York University
摘要:For (S; ) a measurable space, let C1 and C2 be convex, weak* closed
sets of probability measures on . We show that if C1[C2 satis.es the Lya-
punov property then there exists a set A 2 such that min12C1 1(A) >
max22C2 2(A). We give applications to Maxmin Expected Utility and
to the core of a lower probability.