An Interior-Point Differentiable Path-Following Method to Compute Stationary Equilibria in Stochastic Games

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

zbMATH Keywords

interior-point methodstochastic gamespath-following algorithmsubgame perfect equilibriastationary strategies

Mathematics Subject Classification ID

Operations research, mathematical programming (90-XX)

Uses Software

• PATH Solver
• iOptimize
• GitHub

Cites Work

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