Global Newton method for stochastic games

DOI10.1016/j.jet.2008.06.002zbMath1154.91331OpenAlexW3123611673MaRDI QIDQ1001834

Robert Wilson, Srihari Govindan

Publication date: 19 February 2009

Published in: Journal of Economic Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jet.2008.06.002

zbMATH Keywords

algorithmglobal Newton methodhomotopystochastic gameMarkov-perfect equilibrium

Mathematics Subject Classification ID

Stochastic games, stochastic differential games (91A15)

Related Items (5)

Elementary subpaths in discounted stochastic games ⋮ An Interior-Point Differentiable Path-Following Method to Compute Stationary Equilibria in Stochastic Games ⋮ Logit equilibrium as an approximation of Nash equilibrium ⋮ The computation of pairwise stable networks ⋮ Sunspot equilibrium in positive recursive general quitting games

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