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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scientific article; zbMATH DE number 7478867
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    A differentiable path-following method to compute subgame perfect equilibria in stationary strategies in robust stochastic games and its applications
    scientific article; zbMATH DE number 7478867

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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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