Abstract
This papers studies an optimization problem under entropy constraints arising from repeated games with signals. We provide general properties of solutions and a full characterization of optimal solutions for 2 × 2 sets of actions. As an application we compute the minmax values of some repeated games with signals.
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Gossner, O., Laraki, R. & Tomala, T. Informationally optimal correlation. Math. Program. 116, 147–172 (2009). https://doi.org/10.1007/s10107-007-0129-1
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DOI: https://doi.org/10.1007/s10107-007-0129-1