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JOURNALS // Vestnik Udmurtskogo Universiteta. Matematika. Mekhanika. Komp'yuternye Nauki // Archive

Vestn. Udmurtsk. Univ. Mat. Mekh. Komp. Nauki, 2010 Issue 1, Pages 89–111 (Mi vuu144)

This article is cited in 3 papers

MATHEMATICS

Finitely additive measures and extensions of the game problems with constraints of asymptotic character

A. G. Chentsov, Yu. V. Shapar'

Institute of Mathematics and Mechanics, Ural Branch of the Russian Academy of Sciences

Abstract: The maximin game problem under sequential weakening of moment constraints is considered. The extension in the class of finitely additive measures realizing the asymptotic of maximin is constructed. The effectively verifiable sufficient conditions of stability “by maximin” is established.

Keywords: finitely additive measure, weak absolute continuity, maximin.

UDC: 517.972.8

MSC: 28A33

Received: 15.07.2009



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