Informationally optimal correlation

Gossner, Olivier ORCID: 0000-0003-3950-0208, Laraki, Rida and Tomala, Tristan (2009) Informationally optimal correlation. Mathematical Programming, 116 (1-2). pp. 147-172. ISSN 0025-5610

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Identification Number: 10.1007/s10107-007-0129-1

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.

Item Type:	Article
Official URL:	http://www.springerlink.com/content/103081/
Additional Information:	© 2007 Springer-Verlag
Divisions:	Mathematics
Subjects:	H Social Sciences > HB Economic Theory
Date Deposited:	30 Mar 2010 14:03
Last Modified:	11 Dec 2024 23:31
URI:	http://eprints.lse.ac.uk/id/eprint/27628

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