Secret correlation in repeated games with imperfect monitoring

Olivier Gossner; Tristan Tomala

doi:10.1287/moor.1060.0248

Secret correlation in repeated games with imperfect monitoring

Olivier Gossner
, Tristan Tomala

Research output: Contribution to journal › Article › peer-review

Abstract

We characterize the maximum payoff that a team can guarantee against another in a class of repeated games with imperfect monitoring. Our result relies on the optimal tradeoff for the team between optimization of stage payoffs and generation of signals for future correlation.

Original language	English
Pages (from-to)	413-424
Number of pages	12
Journal	Mathematics of Operations Research
Volume	32
Issue number	2
DOIs	https://doi.org/10.1287/moor.1060.0248
Publication status	Published - 1 Jan 2007

Keywords

Entropy
Min-max values
Repeated games
Secret correlation
Signals
Stochastic process

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10.1287/moor.1060.0248

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abstract = "We characterize the maximum payoff that a team can guarantee against another in a class of repeated games with imperfect monitoring. Our result relies on the optimal tradeoff for the team between optimization of stage payoffs and generation of signals for future correlation.",

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KW - Min-max values

KW - Repeated games

KW - Secret correlation

KW - Signals

KW - Stochastic process

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Secret correlation in repeated games with imperfect monitoring

Abstract

Keywords

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