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Yin Chen, Chuangyin Dang. A differentiable homotopy method to compute perfect equilibria. Math. Program., 185(1-2):77-109, 2021. [doi]

The following publications are possibly variants of this publication:

Complementarity Enhanced Nash's Mappings and Differentiable Homotopy Methods to Select Perfect EquilibriaYiyin Cao, Chuangyin Dang, Yabin Sun. jota, 192(2):533-563, 2022. [doi]

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

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