Homotopy methods to compute equilibria in game theory
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Publication:847802
DOI10.1007/S00199-009-0441-5zbMATH Open1185.91028OpenAlexW2154374772MaRDI QIDQ847802FDOQ847802
P. Jean-Jacques Herings, Ronald Peeters
Publication date: 19 February 2010
Published in: Economic Theory (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00199-009-0441-5
Noncooperative games (91A10) Global methods, including homotopy approaches to the numerical solution of nonlinear equations (65H20) Games in extensive form (91A18) Dynamic games (91A25)
Cites Work
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Cited In (35)
- An Interior-Point Differentiable Path-Following Method to Compute Stationary Equilibria in Stochastic Games
- Slicing the Nash equilibrium manifold
- Determination of general equilibrium with incomplete markets and default penalties
- A differentiable homotopy to compute Nash equilibria of \(n\)-person games
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- Equilibrium tracing in strategic-form games
- A User's Guide to Solving Dynamic Stochastic Games Using the Homotopy Method
- Browder’s Theorem through Brouwer’s Fixed Point Theorem
- A variant of the logistic quantal response equilibrium to select a perfect equilibrium
- A smooth homotopy method for incomplete markets
- Robustness and sample complexity of model-based MARL for general-sum Markov games
- Computing equilibria for markets with constant returns production technologies
- Newton's method for computing a normalized equilibrium in the generalized Nash game through fixed point formulation
- Homotopy Continuation Method for Discounted Zero-Sum Stochastic Game with ARAT Structure
- Complementarity enhanced Nash's mappings and differentiable homotopy methods to select perfect equilibria
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- Computation of equilibrium values in the Baron and Ferejohn bargaining model
- Applications of Algebra for Some Game Theoretic Problems
- On sustainable equilibria
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- On a theorem by Browder and its application to nonlinear boundary value problems
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- Parametric Computation of Minimum-Cost Flows with Piecewise Quadratic Costs
- A variable-dimension homotopy on networks for computing linear spatial equilibria
- The computation of pairwise stable networks
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