dsGameSolver is based on the homotopy method developed in Eibelshaeuser and Poensgen (2019). It is the first program capable of computing a Markov perfect equilibrium of any finite dynamic stochastic game -- subject to the usual restrictions on numerical accuracy and working memory. dsGameSolver...

We define a class of dynamic Markovian games that we call directional dynamic games (DDG) in which directionality is represented by a partial order on the state space. We propose a fast and robust state recursion algorithm that can find a Markov perfect equilibrium (MPE) via backward induction...