How to play with a biased coin?

Olivier Gossner (1) , Nicolas Vieille (2)

1 THEMA - Théorie économique, modélisation et applications
2 GREGH - Groupement de Recherche et d'Etudes en Gestion à HEC

We characterize the maxmin of repeated zero-sum games in which player one plays in pure strategies conditional on the private observation of a fixed sequence of random variables. Meanwhile we introduce a definition of a strategic distance between probability measures, and relate it to the standard Kullback distance.

Mots clés: biased coin

Domaines: Economie et sciences de la décision

Olivier Gossner, Nicolas Vieille. How to play with a biased coin?. Games and Economic Behavior, 2002, Vol.41,n°2, pp.206-226. ⟨10.1016/S0899-8256(02)00507-9⟩. ⟨hal-00464984⟩