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

C.Y. Dang*, P.J.J. Herings, P.X. Li

*Corresponding author for this work

Research output: Contribution to journalArticleAcademicpeer-review

Original languageEnglish
Number of pages17
JournalInforms Journal on Computing
DOIs
Publication statusE-pub ahead of print - 25 Jan 2022

Keywords

  • stochastic games
  • subgame perfect equilibria
  • stationary strategies
  • interior-point method
  • path-following algorithm
  • MIXED COMPLEMENTARITY-PROBLEMS
  • POTENTIAL REDUCTION ALGORITHM
  • PERFECT EQUILIBRIA
  • MARKOV EQUILIBRIA
  • BARGAINING MODEL
  • HOMOTOPY
  • DECOMPOSITION
  • FRAMEWORK

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