Optimization and dynamical systems algorithms for finding equilibria of stochastic games

DOI10.1080/10556780802367239zbMath1154.91332OpenAlexW2109145848MaRDI QIDQ3605212

Arun Sen, David F. Shanno

Publication date: 23 February 2009

Published in: Optimization Methods and Software (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10556780802367239

zbMATH Keywords

dynamical systemsNash equilibriumstochastic gameshybrid methodsmathematical programs with equilibrium constraints

Mathematics Subject Classification ID

Nonlinear programming (90C30) Stochastic games, stochastic differential games (91A15)

Related Items

Interior-point algorithms, penalty methods and equilibrium problems ⋮ Elementary subpaths in discounted stochastic games

Uses Software

• HOMPACK
• PATH Solver