An Interior-Point Differentiable Path-Following Method to Compute Stationary Equilibria in Stochastic Games
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DOI: 10.1287/ijoc.2021.1139
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Cited by:
- Yiyin Cao & Yin Chen & Chuangyin Dang, 2024. "A Differentiable Path-Following Method with a Compact Formulation to Compute Proper Equilibria," INFORMS Journal on Computing, INFORMS, vol. 36(2), pages 377-396, March.
- Peixuan Li & Chuangyin Dang & P. Jean-Jacques Herings, 2024.
"Computing perfect stationary equilibria in stochastic games,"
Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 78(2), pages 347-387, September.
- Li, Peixuan & Dang, Chuangyin & Herings, P.J.J., 2023. "Computing Perfect Stationary Equilibria in Stochastic Games," Other publications TiSEM 5b68f5d7-3209-4a1b-924c-6, Tilburg University, School of Economics and Management.
- Li, Peixuan & Dang, Chuangyin & Herings, P.J.J., 2023. "Computing Perfect Stationary Equilibria in Stochastic Games," Discussion Paper 2023-006, Tilburg University, Center for Economic Research.
- Steffen Eibelshäuser & Victor Klockmann & David Poensgen & Alicia von Schenk, 2023. "The Logarithmic Stochastic Tracing Procedure: A Homotopy Method to Compute Stationary Equilibria of Stochastic Games," INFORMS Journal on Computing, INFORMS, vol. 35(6), pages 1511-1526, November.
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Keywords
stochastic games; subgame perfect equilibria; stationary strategies; interior-point method; path-following algorithm;All these keywords.
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