Informationally optimal correlation

Olivier Gossner, Rida Laraki () and Tristan Tomala
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Rida Laraki: X-DEP-ECO - Département d'Économie de l'École Polytechnique - X - École polytechnique - IP Paris - Institut Polytechnique de Paris

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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.

Keywords: Correlation; Entropy; Repeated games (search for similar items in EconPapers)
Date: 2004
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Published in 2004

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Working Paper: Informationally optimal correlation (2009)
Working Paper: Informationally optimal correlation (2009)
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Persistent link: https://EconPapers.repec.org/RePEc:hal:wpaper:hal-00587228

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