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Informationally optimal correlation

Author

Listed:
  • Olivier Gossner

    (PJSE - Paris-Jourdan Sciences Economiques - ENS-PSL - École normale supérieure - Paris - PSL - Université Paris Sciences et Lettres - EHESS - École des hautes études en sciences sociales - ENPC - École des Ponts ParisTech - CNRS - Centre National de la Recherche Scientifique, MEDS, Northwestern University - Northwestern University [Evanston], PSE - Paris School of Economics - UP1 - Université Paris 1 Panthéon-Sorbonne - ENS-PSL - École normale supérieure - Paris - PSL - Université Paris Sciences et Lettres - EHESS - École des hautes études en sciences sociales - ENPC - École des Ponts ParisTech - CNRS - Centre National de la Recherche Scientifique - INRAE - Institut National de Recherche pour l’Agriculture, l’Alimentation et l’Environnement)

  • Rida Laraki

    (X-DEP-ECO - Département d'Économie de l'École Polytechnique - X - École polytechnique - IP Paris - Institut Polytechnique de Paris)

  • Tristan Tomala

    (CEREMADE - CEntre de REcherches en MAthématiques de la DEcision - Université Paris Dauphine-PSL - PSL - Université Paris Sciences et Lettres - CNRS - Centre National de la Recherche Scientifique)

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.

Suggested Citation

  • Olivier Gossner & Rida Laraki & Tristan Tomala, 2009. "Informationally optimal correlation," Post-Print hal-00485282, HAL.
    • Handle: RePEc:hal:journl:hal-00485282
    DOI: 10.1007/s10107-007-0129-1
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    Cited by:

    1. Valizadeh, Mehrdad & Gohari, Amin, 2019. "Playing games with bounded entropy," Games and Economic Behavior, Elsevier, vol. 115(C), pages 363-380.

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