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Informationally optimal correlation

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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.
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Dates and versions

hal-00587228 , version 1 (19-04-2011)

Identifiers

  • HAL Id : hal-00587228 , version 1

Cite

Olivier Gossner, Rida Laraki, Tristan Tomala. Informationally optimal correlation. 2004. ⟨hal-00587228⟩

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