An Interior-Point Differentiable Path-Following Method to Compute Stationary Equilibria in Stochastic Games (Q5087713)

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scientific article; zbMATH DE number 7552214
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An Interior-Point Differentiable Path-Following Method to Compute Stationary Equilibria in Stochastic Games
scientific article; zbMATH DE number 7552214

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    An Interior-Point Differentiable Path-Following Method to Compute Stationary Equilibria in Stochastic Games (English)
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    1 July 2022
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    stochastic games
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    subgame perfect equilibria
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    stationary strategies
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    interior-point method
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    path-following algorithm
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