Computing equilibria in discounted dynamic games

DOI10.1016/j.amc.2015.07.068zbMath1410.91099OpenAlexW2215115254MaRDI QIDQ668745

Andriy Burkov, Brahim Chaib-draa

Publication date: 19 March 2019

Published in: Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.amc.2015.07.068

zbMATH Keywords

game theoryrepeated gamesstochastic gamesautomatonMarkov chain gamessubgame-perfect equilibria

Mathematics Subject Classification ID

Formal languages and automata (68Q45) Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20) Stochastic games, stochastic differential games (91A15) Dynamic games (91A25) Multistage and repeated games (91A20)

Uses Software

• CPLEX
• OptimJ

Cites Work

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