Optimization and dynamical systems algorithms for finding equilibria of stochastic games

DOI10.1080/10556780802367239MaRDI QIDQ3605212zbMATH OpenOpenAlexFDO

Authors Arun Sen, David F. Shanno

Publication date 23 February 2009

Published in Optimization Methods \& Software (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/10556780802367239

zbMATH Keywords

dynamical systemsNash equilibriummathematical programs with equilibrium constraintsstochastic gameshybrid methods

Mathematics Subject Classification ID

Nonlinear programming (90C30) Stochastic games, stochastic differential games (91A15)

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Describes a project that uses

Uses Software

• PATH Solver
• HOMPACK

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