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]

@article{CaoDX22,
  title = {A differentiable path-following method to compute subgame perfect equilibria in stationary strategies in robust stochastic games and its applications},
  author = {Yiyin Cao and Chuangyin Dang and Zhongdong Xiao},
  year = {2022},
  doi = {10.1016/j.ejor.2021.06.059},
  url = {https://doi.org/10.1016/j.ejor.2021.06.059},
  researchr = {https://researchr.org/publication/CaoDX22},
  cites = {0},
  citedby = {0},
  journal = {European Journal of Operational Research},
  volume = {298},
  number = {3},
  pages = {1032-1050},
}