Optimization and dynamical systems algorithms for finding equilibria of stochastic games

Optimization Methods and Software

Volumn 23, Issue 6, 2008, Pages 975-993

  Sen, Arun ^a   Shanno, David F ^b  

^a NERA ECONOMIC CONSULTING   (United States)

^b RUTGERS UNIVERSITY   (United States)

Author keywords

Dynamical systems; Hybrid methods; Mathematical programs with equilibrium constraints; Nash equilibrium; Stochastic games

Indexed keywords

DYNAMIC PROGRAMMING; GAME THEORY; NONLINEAR PROGRAMMING; PILE FOUNDATIONS; SCHRODINGER EQUATION; STOCHASTIC PROGRAMMING; TELECOMMUNICATION NETWORKS;

COMPUTING; HYBRID METHODS; MATHEMATICAL PROGRAMS WITH EQUILIBRIUM CONSTRAINTS; NASH EQUILIBRIUM; NEW ALGORITHMS; NUMERICAL RESULTS; STOCHASTIC GAMES;

DYNAMICAL SYSTEMS;

EID: 54249161884     PISSN: 10556788     EISSN: 10294937     Source Type: Journal    
DOI: 10.1080/10556780802367239     Document Type: Article

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