Maxmin computation and optimal correlation in repeated games with signals

Olivier Gossner, Rida Laraki () and Tristan Tomala
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Rida Laraki: CECO - Laboratoire d'économétrie de l'École polytechnique - X - École polytechnique - IP Paris - Institut Polytechnique de Paris - CNRS - Centre National de la Recherche Scientifique

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Abstract: For a class of repeated games with imperfect monitoring, the maxmin payoff is obtained as the solution of an optimization problem defined on a set of probability distributions under entropy constraints. The present paper offers a method for solving such problems for the class of 3-player 2 by 2 games.

Keywords: Repeated game with imperfect monitoring; Entropy; Optimization; Jeu répété à observation imparfaite; Maxmin; Entropie; Optimisation (search for similar items in EconPapers)
Date: 2004
Note: View the original document on HAL open archive server: https://hal.science/hal-00242940v1
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Citations: View citations in EconPapers (1)

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