Maxmin computation and optimal correlation in repeated games with signals
For a class of repeated games with imperfect monitoring, the maxmin payoff is obtained as the solution of an optimization problem defined on a set of probability distributions under entropy constraints. The present paper offers a method for solving such problems for the class of 3-player 2 by 2 games.
|Date of creation:||2004|
|Note:||View the original document on HAL open archive server: https://hal.archives-ouvertes.fr/hal-00242940|
|Contact details of provider:|| Web page: https://hal.archives-ouvertes.fr/|
References listed on IDEAS
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- 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.
- 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).
- Olivier Gossner & Pénélope Hernández & Abraham Neyman, 2006. "Optimal use of communication resources," Post-Print halshs-00754118, HAL.
- Olivier Gossner & Penelope Hernandez & Abraham Neyman, 2004. "Optimal Use of Communication Resources," Discussion Paper Series dp377, The Federmann Center for the Study of Rationality, the Hebrew University, Jerusalem.
- Gossner, Olivier & Vieille, Nicolas, 2002.
"How to play with a biased coin?,"
Games and Economic Behavior,
Elsevier, vol. 41(2), pages 206-226, November.
- Olivier Gossner & Nicolas Vieille, 2002. "How to play with a biased coin?," Post-Print hal-00464984, HAL.
- O. Gossner & N. Vieille, 1999. "How to play with a biased coin ?," THEMA Working Papers 99-31, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
- 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..
- 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.
- JÊrÆme Renault & Tristan Tomala, 1998.
"Repeated proximity games,"
International Journal of Game Theory,
Springer;Game Theory Society, vol. 27(4), pages 539-559.
- Olivier Gossner & Tristan Tomala, 2006. "Empirical Distributions of Beliefs Under Imperfect Observation," Post-Print hal-00487960, HAL.
- Neyman, Abraham & Okada, Daijiro, 2000. "Repeated Games with Bounded Entropy," Games and Economic Behavior, Elsevier, vol. 30(2), pages 228-247, February.
- Tristan Tomala & Olivier Gossner, 2004. "Secret correlation in repeated games with signals," Working Papers hal-00587232, HAL.
- Lehrer, Ehud, 1988. "Repeated games with stationary bounded recall strategies," Journal of Economic Theory, Elsevier, vol. 46(1), pages 130-144, October.
- Lehrer, Ehud & Smorodinsky, Rann, 2000. "Relative entropy in sequential decision problems1," Journal of Mathematical Economics, Elsevier, vol. 33(4), pages 425-439, May.
When requesting a correction, please mention this item's handle: RePEc:hal:wpaper:hal-00242940. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (CCSD)
If references are entirely missing, you can add them using this form.