Informationally optimal correlation

Gossner, OlivierORCID logo; Laraki, Rida; and Tomala, Tristan (2009) Informationally optimal correlation Mathematical Programming, 116 (1-2). pp. 147-172. ISSN 0025-5610
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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.
Item Type Article
Copyright holders © 2007 Springer-Verlag
Keywords Correlation, entropy, repeated games
Departments Mathematics
DOI 10.1007/s10107-007-0129-1
Date Deposited 30 Mar 2010 14:03
URI https://researchonline.lse.ac.uk/id/eprint/27628

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