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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

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Type
Article accepté pour publication ou publié
Date
2007
Nom de la revue
Mathematics of Operations Research
Volume
32
Numéro
2
Éditeur
Informs
Pages
413-424
Identifiant publication
Métadonnées
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Auteur(s)
Gossner, Olivier
Tomala, Tristan
Résumé (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.
Mots-clés
stochastic process; min–max values; signals; entropy; repeated games; secret correlation