Stationary Equilibria in Stochastic Games: Structure , Selection, and Computation

P.J.J. Herings; R.J.A.P. Peeters

doi:10.1016/j.jet.2003.10.001

Stationary Equilibria in Stochastic Games: Structure , Selection, and Computation

P.J.J. Herings^*
, R.J.A.P. Peeters

^*Corresponding author for this work

Research output: Contribution to journal › Article › Academic › peer-review

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Abstract

This small note accompanies the fortran program stochasticgamesolver. Stochasticgamesolver is a user-friendly program for computing stationary equilibria for stochastic games by following the homotopy path defined in herings and peeters (2003). To follow the homotopy-path, hompack is used.

Original language	English
Pages (from-to)	32-60
Journal	Journal of Economic Theory
Volume	118
DOIs	https://doi.org/10.1016/j.jet.2003.10.001
Publication status	Published - 1 Jan 2004

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title = "Stationary Equilibria in Stochastic Games: Structure , Selection, and Computation",

abstract = "This small note accompanies the fortran program stochasticgamesolver. Stochasticgamesolver is a user-friendly program for computing stationary equilibria for stochastic games by following the homotopy path defined in herings and peeters (2003). To follow the homotopy-path, hompack is used.",

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Stationary Equilibria in Stochastic Games: Structure , Selection, and Computation

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