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Global Newton Method for Stochastic Games

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Author Info
Govindan, Srihari (U of Iowa)
Wilson, Robert B. (Stanford U)

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Abstract

The Global Newton Method for games in normal form and in extensive form is shown to have a natural extension to computing Markov-perfect equilibria of stochastic games.

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Paper provided by Stanford University, Graduate School of Business in its series Research Papers with number 1985.

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Date of creation: Feb 2008
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Handle: RePEc:ecl:stabus:1985

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This page was last updated on 2009-11-5.

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