How to Play with a Biased Coin

O. Gossner, N. VIEILLE

Games and Economic Behavior

November 2002, vol. 41, n°2, pp.206-226

Departments: Economics & Decision Sciences, GREGHEC (CNRS)

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.