Secret Correlation in Repeated Games with Imperfect Monitoring
Gossner, Olivier; Tomala, Tristan (2007), Secret Correlation in Repeated Games with Imperfect Monitoring, Mathematics of Operations Research, 32, 2, p. 413-424. http://dx.doi.org/10.1287/moor.1060.0248
TypeArticle accepté pour publication ou publié
Journal nameMathematics of Operations Research
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Abstract (EN)We characterize the maximum payoff that a team can guarantee against another in a class of repeated games with imperfect monitoring. Our result relies on the optimal tradeoff for the team between optimization of stage payoffs and generation of signals for future correlation.
Subjects / Keywordsstochastic process; min–max values; signals; entropy; repeated games; secret correlation
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