Before revision:  In this paper we extend such  notion to the case in which the value function to be optimized has two components, one being the sum of the single agents' utility functions, the other consisting of a truly systemic component. The latter could be either enforced by an external regulator or be agreed on by the participants in the market .
After revision:  In this paper we extend such notion to the case in which the value function to be optimized has two components, one being the sum of univariate utility functions. This takes into account the fact that preferences of single agents might depend on the actions of other participants in the market .