Secret Correlation in Repeated Games with Imperfect Monitoring

  • Authors:

  • Olivier Gossner;Tristan Tomala

  • Affiliations:

  • Paris-Jourdan Sciences Economiques, UMR CNRS-EHESS-ENPC-ENS 8545, 48 Boulevard Jourdan, 75014 Paris, France and MEDS, Kellogg School of Management, Northwestern University, 2001 Sheridan Road, Eva ...;CEREMADE, UMR CNRS 7534, Université Paris-Dauphine, Place du Maréchal de Lattre de Tassigny, 75775 Paris, Cedex 16, France

  • Venue:
  • Mathematics of Operations Research
  • Year:
  • 2007

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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.