Vieille, NicolasÉcole Polytechnique et Département Finance et Économie
Author
Abstract
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.
Gossner, O., & Vieille, N. (2002). How to play with a biased coin? Games and Economic Behavior, 41(2), 206-226. https://doi.org/10.1016/S0899-8256(02)00507-9 (Original work published 2002)