An interior-point differentiable path-following method to compute stationary equilibria in stochastic games
Year of publication: |
2022
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Authors: | Dang, Chuangyin ; Herings, Peter Jean-Jacques ; Li, Peixuan |
Published in: |
INFORMS journal on computing : JOC ; charting new directions in operations research and computer science ; a journal of the Institute for Operations Research and the Management Sciences. - Linthicum, Md. : INFORMS, ISSN 1526-5528, ZDB-ID 2004082-9. - Vol. 34.2022, 3, p. 1403-1418
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Subject: | interior-point method | path-following algorithm | stationary strategies | stochastic games | subgame perfect equilibria | Stochastisches Spiel | Stochastic game | Spieltheorie | Game theory | Mathematische Optimierung | Mathematical programming |
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