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A differentiable path-following method to compute subgame perfect equilibria in stationary strategies in robust stochastic games and its applications

Yiyin Cao, Chuangyin Dang, Zhongdong Xiao. A differentiable path-following method to compute subgame perfect equilibria in stationary strategies in robust stochastic games and its applications. European Journal of Operational Research, 298(3):1032-1050, 2022. [doi]

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