The logarithmic stochastic tracing procedure : a homotopy method to compute stationary equilibria of stochastic games
Steffen Eibelshäuser, Victor Klockmann, David Poensgen, Alicia von Schenk
| Year of publication: |
2023
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| Authors: | Eibelshäuser, Steffen ; Klockmann, Victor ; Poensgen, David ; Schenk, Alicia von |
| Published in: |
INFORMS journal on computing : JOC ; charting new directions in operations research and computer science ; a journal of the Institute for Operations Research and the Management Sciences. - Linthicum, Md. : INFORMS, ISSN 1526-5528, ZDB-ID 2004082-9. - Vol. 35.2023, 6, p. 1511-1526
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| Subject: | equilibrium computation | equilibrium selection | homotopy method | stochastic game | tracing | Stochastisches Spiel | Stochastic game | Stochastischer Prozess | Stochastic process | Markov-Kette | Markov chain | Gleichgewichtsmodell | Equilibrium model | Gleichgewichtstheorie | Equilibrium theory | Spieltheorie | Game theory |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1287/ijoc.2022.0360 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014471535