A differentiable path-following method to compute subgame perfect equilibria in stationary strategies in robust stochastic games and its applications (Q2076884)

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A differentiable path-following method to compute subgame perfect equilibria in stationary strategies in robust stochastic games and its applications
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    A differentiable path-following method to compute subgame perfect equilibria in stationary strategies in robust stochastic games and its applications (English)
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    22 February 2022
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    game theory
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    robust stochastic game
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    subgame perfect equilibrium in stationary strategies
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    logarithmic-barrier differentiable path-following method
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    convex-quadratic-penalty differentiable path-following method
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