Consider non-atomic vector measure games; i.e., games u of the form u = f o(pI.. . ,p.), where (pIr.. .,p.) is a vector of non-atomic non-negative measures and f is a real-valued function defined on the range of (pi,. . .,pi.). Games of this form arise, for example, from production models and from finite-type markets. We show that the value of such a game need not be a linear combination of the...