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Global Newton Method for Stochastic Games

Year of publication:
2008
Authors: Govindan, Srihari ; Wilson, Robert
Publisher: [S.l.] : SSRN
Subject: Stochastisches Spiel | Stochastic game | Spieltheorie | Game theory | Markov-Kette | Markov chain | Normalformspiel | Normal-form game | Extensives Spiel | Extensive form game
Description of contents:
The Global Newton Method for games in normal form and in extensive form is shown to have a natural extension to computing Markov-perfect equilibria of stochastic games
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