Informationally optimal correlation

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

Post-Print from HAL

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: 2009-01
References: Add references at CitEc
Citations: View citations in EconPapers (1)

Published in Mathematical Programming, 2009, Vol.116,n°1-2, pp.147-172. ⟨10.1007/s10107-007-0129-1⟩

There are no downloads for this item, see the EconPapers FAQ for hints about obtaining it.

Related works:
Working Paper: Informationally optimal correlation (2009)
Working Paper: Informationally optimal correlation (2004)
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:hal:journl:hal-00485282

DOI: 10.1007/s10107-007-0129-1

Access Statistics for this paper

More papers in Post-Print from HAL
Bibliographic data for series maintained by CCSD ().