How to play with a biased coin?

被引:17
作者
Gossner, O [1 ]
Vieille, N
机构
[1] Univ Paris 10, UMR 7536, THEMA, F-92001 Nanterre, France
[2] Catholic Univ Louvain, CORE, B-1348 Louvain, Belgium
[3] Ecole Polytech, Lab Econometrie, F-78351 Jouy En Josas, France
[4] HEC, Dept Finance & Econ, F-78351 Jouy En Josas, France
关键词
D O I
10.1016/S0899-8256(02)00507-9
中图分类号
F [经济];
学科分类号
02 ;
摘要
We characterize the max min of repeated zero-sum games in which player one plays in pure strategies conditional on the private observation of a fixed sequence of random variables. Meanwhile we introduce a definition of a strategic distance between probability measures, and relate it to the standard Kullback distance. (C) 2002 Elsevier Science (USA). All rights reserved.
引用
收藏
页码:206 / 226
页数:21
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