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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.
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https://hal-hec.archives-ouvertes.fr/hal-00587228
Contributor : Antoine Haldemann Connect in order to contact the contributor
Submitted on : Tuesday, April 19, 2011 - 5:42:10 PM
Last modification on : Saturday, June 25, 2022 - 10:51:56 AM

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  • HAL Id : hal-00587228, version 1

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Citation

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

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