Gossner, Olivier, Laraki, Rida and Tomala, Tristan (2009) Informationally optimal correlation. Mathematical programming, series B, 116 (1-2). pp. 147-172. ISSN 0025-5610
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 |
| Uncontrolled Keywords: | Correlation, entropy, repeated games |
| Library of Congress subject classification: | H Social Sciences > HB Economic Theory |
| Sets: | Departments > Mathematics Collections > Economists Online |
| Rights: | http://www.lse.ac.uk/library/rights/LSERO.htm |
| URL: | http://eprints.lse.ac.uk/27628/ |
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