An Interior-Point Differentiable Path-Following Method to Compute Stationary Equilibria in Stochastic Games
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Publication:5087713
DOI10.1287/ijoc.2021.1139OpenAlexW4210390072MaRDI QIDQ5087713
Chuangyin Dang, Peixuan Li, P. Jean-Jacques Herings
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
interior-point methodstochastic gamespath-following algorithmsubgame perfect equilibriastationary strategies
Uses Software
Cites Work
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