Informationally optimal correlation

DOI10.1007/S10107-007-0129-1MaRDI QIDQ959935zbMATH OpenOpenAlexFDO

Authors Olivier Gossner, Rida Laraki, Tristan Tomala

Publication date 16 December 2008

Published in Mathematical Programming. Series A. Series B (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10107-007-0129-1

zbMATH Keywords

correlationentropyrepeated games

Mathematics Subject Classification ID

Nonconvex programming, global optimization (90C26) Multistage and repeated games (91A20) Information theory (general) (94A15)

Review text

The aim of the paper is the characterization of minmax payoffs in a certain class of repeated games with imperfect monitoring, especially in games of one player against a team of two players. In the main model an expected entropy function is maximized subject to an entropy constraint. A full characterization of the special case when both players in the team have only two distinct possible actions is given.

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Cites work

• ``Big Match with lack of information on one side. I
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• How to play with a biased coin?
• scientific article; zbMATH DE number 592673 (Why is no real title available?)
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Cited in

(10)

• Playing games with bounded entropy
• The Lossy Common Information of Correlated Sources
• Correlation function and mutual information
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• Repeated games with complete information
• scientific article; zbMATH DE number 269850 (Why is no real title available?)
• Secret Correlation in Repeated Games with Imperfect Monitoring
• Secret Correlation in Repeated Games with Imperfect Monitoring: The Need for Nonstationary Strategies
• Bregman proximal gradient method for linear optimization under entropic constraints

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