How to play with a biased coin? (Q1864823)
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scientific article; zbMATH DE number 1886690
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | How to play with a biased coin? |
scientific article; zbMATH DE number 1886690 |
Statements
How to play with a biased coin? (English)
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23 March 2003
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Let \(G\) be a \(0\)-sum game. Denote by \(U(h)\) the maximum payoff what player 1 can guarantee in \(G\) when he is restricted to actions of entropy of at most \(h\) (``biased coins''). Let \(\text{cav }U\) be the smallest concave function that majorizes \(U\). If the sequence of private observations is i.i.d., then the max min of the corresponding infinitely repeated game is \(\text{cav }U(h)\).
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infinitely repeated entropy
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Kullbach distance
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