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Maxmin computation and optimal correlation in repeated games with signals

  • 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)

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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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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  1. Renault, J. & Tomala, T., 1997. "Repeated Proximity Games," Papiers d'Economie Mathématique et Applications 97.14, Université Panthéon-Sorbonne (Paris 1).
  2. 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.
  3. Gossner, O. & Vieille, N., 1999. "How to play with a biased coin?," Papers 99-31, Paris X - Nanterre, U.F.R. de Sc. Ec. Gest. Maths Infor..
  4. Olivier Gossner & Penélope Hernández & Abraham Neyman, 2006. "Optimal Use of Communication Resources," Econometrica, Econometric Society, vol. 74(6), pages 1603-1636, November.
  5. Lehrer, Ehud & Smorodinsky, Rann, 2000. "Relative entropy in sequential decision problems1," Journal of Mathematical Economics, Elsevier, vol. 33(4), pages 425-439, May.
  6. Yair Goldberg, 2003. "On the Minmax of Repeated Games with Imperfect Monitoring: A Computational Example," Discussion Paper Series dp345, The Federmann Center for the Study of Rationality, the Hebrew University, Jerusalem.
  7. Lehrer, Ehud, 1988. "Repeated games with stationary bounded recall strategies," Journal of Economic Theory, Elsevier, vol. 46(1), pages 130-144, October.
  8. Neyman, Abraham & Okada, Daijiro, 2000. "Repeated Games with Bounded Entropy," Games and Economic Behavior, Elsevier, vol. 30(2), pages 228-247, February.
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