Informationally optimal correlation - Archive ouverte HAL Access content directly
Journal Articles Mathematical Programming Year : 2009

Informationally optimal correlation

(1, 2, 3) , (4) , (5)
1
2
3
4
5

Abstract

This papers studies an optimization problem under entropy constraints arising from repeated games with signals. We provide general properties of solutions and a full characterization of optimal solutions for 2 × 2 sets of actions. As an application we compute the minmax values of some repeated games with signals.

Dates and versions

hal-00485282 , version 1 (20-05-2010)

Identifiers

Cite

Olivier Gossner, Rida Laraki, Tristan Tomala. Informationally optimal correlation. Mathematical Programming, 2009, Vol.116,n°1-2, pp.147-172. ⟨10.1007/s10107-007-0129-1⟩. ⟨hal-00485282⟩
291 View
0 Download

Altmetric

Share

Gmail Facebook Twitter LinkedIn More