Homotopy Continuation Method for Discounted Zero-Sum Stochastic Game with ARAT Structure

A. Dutta and A. K. Das ()
Additional contact information
A. Dutta: Department of Mathematics, Jadavpur University, Kolkata 700 032, India
A. K. Das: SQC & OR Unit, Indian Statistical Institute, Kolkata 700 108, India

International Game Theory Review (IGTR), 2023, vol. 25, issue 03, 1-18

Abstract: In this paper, we introduce a new function to trace the trajectory by applying the modified homotopy continuation method for finding the solution of two person zero-sum discounted stochastic ARAT game. For the proposed algorithm, the homotopy path approaching the solution is smooth and bounded.

Keywords: Two-person zero-sum stochastic game; discounted ARAT stochastic game; homotopy method; optimal value; optimal stationary strategy (search for similar items in EconPapers)
Date: 2023
References: Add references at CitEc
Citations: View citations in EconPapers (1)

Downloads: (external link)
http://www.worldscientific.com/doi/abs/10.1142/S0219198923400042
Access to full text is restricted to subscribers

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:wsi:igtrxx:v:25:y:2023:i:03:n:s0219198923400042

Ordering information: This journal article can be ordered from

DOI: 10.1142/S0219198923400042

Access Statistics for this article

International Game Theory Review (IGTR) is currently edited by David W K Yeung

More articles in International Game Theory Review (IGTR) from World Scientific Publishing Co. Pte. Ltd.
Bibliographic data for series maintained by Tai Tone Lim ().