Global Newton Method for stochastic games

• 成果类型: Article
• 署名作者: Govindan, Srihari; Wilson, Robert
• 署名单位: Stanford University; University of Iowa
• 刊物名称: JOURNAL OF ECONOMIC THEORY
• ISSN/ISSBN: 0022-0531
• DOI: 10.1016/j.jet.2008.06.002
• 发表日期: 2009
• 页码: 414-421
• 关键词: Stochastic game; Markov-perfect equilibrium; algorithm; Global Newton Method; Homotopy

摘要

The Global Newton Method for games in normal form and in extensive form is shown to have a natural extension to computing Markov-perfect equilibria of stochastic games. (C) 2008 Elsevier Inc. All rights reserved.