A differentiable path-following method to compute subgame perfect equilibria in stationary strategies in robust stochastic games and its applications
Yiyin Cao, Chuangyin Dang, Zhongdong Xiao
| Year of publication: |
2022
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| Authors: | Cao, Yiyin ; Dang, Chuangyin ; Xiao, Zhongdong |
| Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 243003-4. - Vol. 298.2022, 3 (1.5.), p. 1032-1050
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| Subject: | Convex-quadratic-penalty differentiable path-following method | Game theory | Logarithmic-barrier differentiable path-following method | Robust stochastic game | Subgame perfect equilibrium in stationary strategies | Spieltheorie | Stochastisches Spiel | Stochastic game |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ejor.2021.06.059 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013206921