An elementary proof that additive i-likelihood characterizes the supports of consistent assessments
给出了Kreps和Wilson(1982)引理A1的一个初等证明,该引理用加法可表示性刻画一致评估的支撑集,证明仅依赖于加法表示定理和Farkas引理。
I prove a convenient reformulation of Kreps and Wilson (1982, Lemma A1), whose proof has a nontrivial gap. Essentially, the support of a consistent assessment is characterized by the additive representability of the infinite-relative-likelihood relation that the support implies. My proof is unexpectedly elementary, for it relies solely on a classic result about additive representation, which in turn relies solely on Farkas’ Lemma.