Skip to Main content Skip to Navigation
Reports

Informationally optimal correlation

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.
Complete list of metadatas

https://hal-hec.archives-ouvertes.fr/hal-00587228
Contributor : Antoine Haldemann <>
Submitted on : Tuesday, April 19, 2011 - 5:42:10 PM
Last modification on : Thursday, November 21, 2019 - 3:32:04 PM

Identifiers

  • HAL Id : hal-00587228, version 1

Collections

HEC | CNRS | X | PARISTECH | LARA

Citation

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

Share

Metrics

Record views

296