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Maxmin computation and optimal correlation in repeated games with signals

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Author Info

  • Olivier Gossner

    (CECO - Laboratoire d'econometrie de l'école polytechnique - CNRS : UMR7657 - Polytechnique - X)

  • Rida Laraki

    (CECO - Laboratoire d'econometrie de l'école polytechnique - CNRS : UMR7657 - Polytechnique - X)

  • Tristan Tomala

    (CEREMADE - CEntre de REcherches en MAthématiques de la DEcision - CNRS : UMR7534 - Université Paris Dauphine - Paris IX)

Abstract

Le maxmin pour une certaine classe de jeux répétés à observation imparfaite est obtenu comme la solution d'un problème d'optimisation défini sur l'ensemble des distributions de probabilités sous contraintes d'entropie. Cette article offre une méthode pour résoudre un tel problème dans le cas d\\ún jeu à trois joueurs où chaque joueur dispose de deux actions à chaque étape.

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Bibliographic Info

Paper provided by HAL in its series Working Papers with number hal-00242940.

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Date of creation: 2004
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Handle: RePEc:hal:wpaper:hal-00242940

Note: View the original document on HAL open archive server: http://hal.archives-ouvertes.fr/hal-00242940/en/
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Related research

Keywords: Jeu répété à observation imparfaite; Maxmin; Entropie; Optimisation;

References

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  1. Olivier Gossner & Abraham Neyman & Penélope Hernández, 2005. "Optimal Use Of Communication Resources," Working Papers. Serie AD 2005-06, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
  2. Renault, J. & Tomala, T., 1997. "Repeated Proximity Games," Papiers d'Economie Mathématique et Applications 97.14, Université Panthéon-Sorbonne (Paris 1).
  3. Lehrer, Ehud, 1988. "Repeated games with stationary bounded recall strategies," Journal of Economic Theory, Elsevier, vol. 46(1), pages 130-144, October.
  4. Gossner, Olivier & Vieille, Nicolas, 2002. "How to play with a biased coin?," Games and Economic Behavior, Elsevier, vol. 41(2), pages 206-226, November.
  5. Neyman, Abraham & Okada, Daijiro, 1999. "Strategic Entropy and Complexity in Repeated Games," Games and Economic Behavior, Elsevier, vol. 29(1-2), pages 191-223, October.
  6. Neyman, Abraham & Okada, Daijiro, 2000. "Repeated Games with Bounded Entropy," Games and Economic Behavior, Elsevier, vol. 30(2), pages 228-247, February.
  7. Lehrer, Ehud & Smorodinsky, Rann, 2000. "Relative entropy in sequential decision problems1," Journal of Mathematical Economics, Elsevier, vol. 33(4), pages 425-439, May.
  8. Yair Goldberg, 2003. "On the Minmax of Repeated Games with Imperfect Monitoring: A Computational Example," Discussion Paper Series dp345, The Center for the Study of Rationality, Hebrew University, Jerusalem.
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