Global Newton method for stochastic games
From MaRDI portal
Publication:1001834
DOI10.1016/j.jet.2008.06.002zbMath1154.91331OpenAlexW3123611673MaRDI QIDQ1001834
Robert Wilson, Srihari Govindan
Publication date: 19 February 2009
Published in: Journal of Economic Theory (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jet.2008.06.002
Related Items (5)
Elementary subpaths in discounted stochastic games ⋮ An Interior-Point Differentiable Path-Following Method to Compute Stationary Equilibria in Stochastic Games ⋮ Logit equilibrium as an approximation of Nash equilibrium ⋮ The computation of pairwise stable networks ⋮ Sunspot equilibrium in positive recursive general quitting games
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Stationary equilibria in stochastic games: structure, selection, and computation
- A decomposition algorithm for \(N\)-player games
- A global Newton method to compute Nash equilibria.
- A theory of regular Markov perfect equilibria in dynamic stochastic games: Genericity, stability, and purification
- Sequential Estimation of Dynamic Discrete Games
- Markov Perfect Industry Dynamics With Many Firms
- EQUILIBRIUM SELECTION IN STOCHASTIC GAMES
- Genericity and Markovian Behavior in Stochastic Games
- Stochastic Algorithms, Symmetric Markov Perfect Equilibrium, and the 'curse' of Dimensionality
- Structure theorems for game trees
- On the Strategic Stability of Equilibria
- Estimating Dynamic Models of Imperfect Competition
- Stochastic Games
This page was built for publication: Global Newton method for stochastic games