Stationary equilibria in stochastic games: structure, selection, and computation (Q705844): Difference between revisions

This paper presents an algorithm to compute a stationary equilibrium for an arbitrary finite \(n\)-person discounted stochastic game. This is done by the so-called stochastic tracing procedure, which is a natural extension of the linear tracing procedure, introduced by Harsanyi and Selten in 1988, to the class of stochastic games. This algorithm belongs to the class of homotopy methods.