Unité Mixte de Recherche du C.N.R.S. N°7534

Abstract : 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 $2\times 2$-games.

 Maxmin computation and optimal correlation in repeated games with signals
 GOSSNER Olivier, LARAKI Rida, TOMALA Tristan
2004-63
23-11-2004

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