How to play with a biased coin?
type: Item
instance of: scholarly article
title: How to play with a biased coin?
zbMATH Open document ID: 1032.91028
DOI: 10.1016/S0899-8256(02)00507-9
author: Olivier Gossner
author: Nicolas Vieille
published in: Games and Economic Behavior
publication date: 2003-03-23T00:00:00Z
review text: 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 \(\text{cav }U(h)\).
Mathematics Subject Classification ID: 91A20
Mathematics Subject Classification ID: 62G07
zbMATH DE Number: 1886690
zbMATH Keywords: infinitely repeated entropy
zbMATH Keywords: Kullbach distance
MaRDI profile type: Publication
cites work: Q5560061
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full work available at URL: s0899-8256(02)00507-9
OpenAlex ID: W2020603181
description: scientific article; zbMATH DE number 1886690