A User's Guide to Solving Dynamic Stochastic Games Using the Homotopy Method
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Publication:3098305
DOI10.1287/opre.1100.0843zbMath1232.91035MaRDI QIDQ3098305
Ron N. Borkovsky, Yaroslav Kryukov, Ulrich Doraszelski
Publication date: 17 November 2011
Published in: Operations Research (Search for Journal in Brave)
Full work available at URL: https://repository.upenn.edu/cgi/viewcontent.cgi?article=1031&context=bepp_papers
game theory; numerical methods; homotopy method; equilibrium correspondence; industrial organization; Markov-perfect equilibrium; dynamic stochastic games
65K05: Numerical mathematical programming methods
91A15: Stochastic games, stochastic differential games
91A25: Dynamic games
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