%0 Journal Article %T Informationally optimal correlation %+ Paris-Jourdan Sciences Economiques (PJSE) %+ MEDS, Northwestern University %+ Paris School of Economics (PSE) %+ Département d'Économie de l'École Polytechnique (X-DEP-ECO) %+ CEntre de REcherches en MAthématiques de la DEcision (CEREMADE) %A Gossner, Olivier %A Laraki, Rida %A Tomala, Tristan %< avec comité de lecture %@ 0025-5610 %J Mathematical Programming %I Springer Verlag %V Vol.116,n°1-2 %P pp.147-172 %8 2009-01 %D 2009 %R 10.1007/s10107-007-0129-1 %K Correlation %K Entropy %K Repeated games %Z Humanities and Social Sciences/Economics and Finance/domain_shs.eco.ecoJournal articles %X This papers studies an optimization problem under entropy constraints arising from repeated games with signals. We provide general properties of solutions and a full characterization of optimal solutions for 2 × 2 sets of actions. As an application we compute the minmax values of some repeated games with signals. %G English %L hal-00485282 %U https://hec.hal.science/hal-00485282 %~ SHS %~ UNIV-PARIS1 %~ X %~ ENS-PARIS %~ HEC %~ ENPC %~ PJSE %~ PSE %~ CNRS %~ UNIV-DAUPHINE %~ EHESS %~ INRA %~ AO-ECONOMIE %~ X-DEP %~ CEREMADE %~ PARISTECH %~ PSL %~ AGREENIUM %~ INRAE %~ PSE-POST-PRINT %~ ENS-PSL %~ UNIV-DAUPHINE-PSL