Informationally optimal correlation

• 成果类型: Article; Proceedings Paper
• 署名作者: Gossner, Olivier; Laraki, Rida; Tomala, Tristan
• 署名单位: Universite PSL; Universite Paris-Dauphine; Universite PSL; Ecole Normale Superieure (ENS); Ecole des Hautes Etudes en Sciences Sociales (EHESS); Institut Polytechnique de Paris; Ecole des Ponts ParisTech; Centre National de la Recherche Scientifique (CNRS); CNRS - Institute for Humanities & Social Sciences (INSHS); Northwestern University; Institut Polytechnique de Paris; Ecole Polytechnique; heSam Universite; Conservatoire National Arts & Metiers (CNAM); Centre National de la Recherche Scientifique (CNRS)
• 刊物名称: MATHEMATICAL PROGRAMMING
• ISSN/ISSBN: 0025-5610
• DOI: 10.1007/s10107-007-0129-1
• 发表日期: 2009
• 页码: 147-172
• 关键词: Repeated games; entropy

摘要

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 x 2 sets of actions. As an application we compute the minmax values of some repeated games with signals.