Informationally optimal correlation

Olivier Gossner; Rida Laraki; Tristan Tomala

doi:10.1007/s10107-007-0129-1

Informationally optimal correlation

Olivier Gossner
, Rida Laraki
, Tristan Tomala

Paris-Jourdan Sciences Economiques
Northwestern University
CNRS
Université Paris Dauphine

Résultats de recherche: Contribution à un journal › Article › Revue par des pairs

7 Citations (Scopus)

Résumé

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.

langue originale	Anglais
Pages (de - à)	147-172
Nombre de pages	26
journal	Mathematical Programming
Volume	116
Numéro de publication	1-2
Les DOIs	https://doi.org/10.1007/s10107-007-0129-1
état	Publié - 1 janv. 2009
Modification externe	Oui

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10.1007/s10107-007-0129-1

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title = "Informationally optimal correlation",

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 {\texttimes} 2 sets of actions. As an application we compute the minmax values of some repeated games with signals.",

keywords = "Correlation, Entropy, Repeated games",

author = "Olivier Gossner and Rida Laraki and Tristan Tomala",

year = "2009",

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doi = "10.1007/s10107-007-0129-1",

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AU - Gossner, Olivier

AU - Laraki, Rida

AU - Tomala, Tristan

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AB - 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.

KW - Correlation

KW - Entropy

KW - Repeated games

U2 - 10.1007/s10107-007-0129-1

DO - 10.1007/s10107-007-0129-1

M3 - Article

AN - SCOPUS:45749111814

SN - 0025-5610

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SP - 147

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JO - Mathematical Programming

JF - Mathematical Programming

IS - 1-2

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Informationally optimal correlation

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