An Interior-Point Differentiable Path-Following Method to Compute Stationary Equilibria in Stochastic Games

Chuangyin Dang, P. Jean-Jacques Herings, Peixuan Li. An Interior-Point Differentiable Path-Following Method to Compute Stationary Equilibria in Stochastic Games. INFORMS Journal on Computing, 34(3):1403-1418, 2022. [doi]

Abstract

Abstract is missing.