An arbitrary starting tracing procedure for computing subgame perfect equilibria
From MaRDI portal
Publication:2194134
DOI10.1007/s10957-020-01703-zzbMath1447.91017OpenAlexW3037631136MaRDI QIDQ2194134
Publication date: 25 August 2020
Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10957-020-01703-z
subgame perfect equilibriumnoncooperative stochastic gameslinear tracing procedurearbitrary starting
Noncooperative games (91A10) Games in extensive form (91A18) Stochastic games, stochastic differential games (91A15)
Related Items (3)
An Interior-Point Differentiable Path-Following Method to Compute Stationary Equilibria in Stochastic Games ⋮ The computation of pairwise stable networks ⋮ A differentiable path-following method to compute subgame perfect equilibria in stationary strategies in robust stochastic games and its applications
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Stationary equilibria in stochastic games: structure, selection, and computation
- A globally convergent algorithm to compute all Nash equilibria for \(n\)-person games
- An orderfield property for stochastic games when one player controls transition probabilities
- A smooth path-following algorithm for market equilibrium under a class of piecewise-smooth concave utilities
- How to select a solution in generalized Nash equilibrium problems
- General equilibrium models and homotopy methods
- Two simple proofs of the feasibility of the linear tracing procedure
- An extension of quantal response equilibrium and determination of perfect equilibrium
- A differentiable homotopy method to compute perfect equilibria
- Equilibria of dynamic games with many players: existence, approximation, and market structure
- Homotopies for computation of fixed points
- Introduction to Numerical Continuation Methods
- The Approximation of Fixed Points of a Continuous Mapping
- Noncooperative Stochastic Games
- A differentiable homotopy to compute Nash equilibria of \(n\)-person games
- Markov perfect equilibrium. I: Observable actions
This page was built for publication: An arbitrary starting tracing procedure for computing subgame perfect equilibria