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

DOI10.1287/IJOC.2021.1139OpenAlexW4210390072MaRDI QIDQ5087713FDOQ5087713

Authors: Chuangyin Dang, P. Jean-Jacques Herings, Peixuan Li 

Publication date: 1 July 2022

Published in: INFORMS Journal on Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1287/ijoc.2021.1139

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zbMATH Keywords

stochastic gamessubgame perfect equilibriainterior-point methodstationary strategiespath-following algorithm

Mathematics Subject Classification ID

Operations research, mathematical programming (90-XX)

Cites Work

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Cited In (3)

• The Complexity of Interior Point Methods for Solving Discounted Turn-Based Stochastic Games
• Computing perfect stationary equilibria in stochastic games
• The Logarithmic Stochastic Tracing Procedure: A Homotopy Method to Compute Stationary Equilibria of Stochastic Games

Uses Software

• PATH Solver
• iOptimize
• GitHub

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