Global Newton Method for stochastic games

Srihari Govindan and Robert Wilson ()

Journal of Economic Theory, 2009, vol. 144, issue 1, 414-421

Abstract: 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.

Keywords: Stochastic; game; Markov-perfect; equilibrium; Algorithm; Global; Newton; Method; Homotopy (search for similar items in EconPapers)
Date: 2009
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Citations: View citations in EconPapers (8)

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Working Paper: Global Newton Method for Stochastic Games (2008)
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Persistent link: https://EconPapers.repec.org/RePEc:eee:jetheo:v:144:y:2009:i:1:p:414-421

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