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.
https://hal-hec.archives-ouvertes.fr/hal-00485282
Contributor : Antoine Haldemann <>
Submitted on : Thursday, May 20, 2010 - 2:13:14 PM Last modification on : Tuesday, December 1, 2020 - 3:37:44 AM