Secret Correlation in Repeated Games with Imperfect Monitoring
Olivier Gossner
(1, 2, 3)
,
Tristan Tomala
(4)
Tristan Tomala
- Fonction : Auteur
- PersonId : 867581
Résumé
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.
Domaines
Economie et sciences de la décisionFormat du dépôt | Notice |
---|---|
Type de dépôt | Article dans une revue |
Titre |
en
Secret Correlation in Repeated Games with Imperfect Monitoring
|
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.
|
Auteur(s) |
Olivier Gossner
1, 2, 3
, Tristan Tomala
4
1
PJSE -
Paris-Jourdan Sciences Economiques
( 1312 )
- 48 boulevard Jourdan 75014 Paris
- France
2
MEDS, Northwestern University
( 116493 )
- États-Unis
3
PSE -
Paris School of Economics
( 301309 )
- 48 boulevard Jourdan 75014 Paris
- France
4
CEREMADE -
CEntre de REcherches en MAthématiques de la DEcision
( 60 )
- Place du Maréchal de Lattre de Tassigny 75775 - Paris Cedex 16
- France
|
Comité de lecture |
Oui
|
Vulgarisation |
Non
|
Langue du document |
Anglais
|
Nom de la revue |
|
Audience |
Non spécifiée
|
Date de publication |
2007-05
|
Volume |
Vol.32,n°2
|
Page/Identifiant |
pp.413-424
|
classement HEC de la revue |
revue A
|
Domaine(s) |
|
Mots-clés |
en
stochastic process, min-max values, signals, entropy, repeated games, secret correlation
|
DOI | 10.1287/moor.1060.0248 |
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