Secret correlation in repeated games with imperfect monitoring

Olivier Gossner; Tristan Tomala

doi:10.1287/moor.1060.0248

Secret correlation in repeated games with imperfect monitoring

Olivier Gossner, Tristan Tomala

Economics

Research output: Contribution to journal › Article › peer-review

Abstract

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.

Original language	English (US)
Pages (from-to)	413-424
Number of pages	12
Journal	Mathematics of Operations Research
Volume	32
Issue number	2
DOIs	https://doi.org/10.1287/moor.1060.0248
State	Published - May 2007

Keywords

Entropy
Min-max values
Repeated games
Secret correlation
Signals
Stochastic process

ASJC Scopus subject areas

General Mathematics
Computer Science Applications
Management Science and Operations Research

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10.1287/moor.1060.0248

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title = "Secret correlation in repeated games with imperfect monitoring",

abstract = "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.",

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KW - Signals

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Secret correlation in repeated games with imperfect monitoring

Abstract

Keywords

ASJC Scopus subject areas

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