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Global Newton Method for Stochastic Games

Author

Listed:
  • Govindan, Srihari

    (U of Iowa)

  • Wilson, Robert B.

    (Stanford U)

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.

Suggested Citation

  • Govindan, Srihari & Wilson, Robert B., 2008. "Global Newton Method for Stochastic Games," Research Papers 1985, Stanford University, Graduate School of Business.
    • Handle: RePEc:ecl:stabus:1985
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    File URL: http://gsbapps.stanford.edu/researchpapers/detail1.asp?Document_ID=3057
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    2. Steffen Eibelshäuser & Victor Klockmann & David Poensgen & Alicia von Schenk, 2023. "The Logarithmic Stochastic Tracing Procedure: A Homotopy Method to Compute Stationary Equilibria of Stochastic Games," INFORMS Journal on Computing, INFORMS, vol. 35(6), pages 1511-1526, November.
    3. Peixuan Li & Chuangyin Dang & P. Jean-Jacques Herings, 2024. "Computing perfect stationary equilibria in stochastic games," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 78(2), pages 347-387, September.
    4. Sun, Lan, 2016. "Hypothesis testing equilibrium in signaling games," Center for Mathematical Economics Working Papers 557, Center for Mathematical Economics, Bielefeld University.
    5. Kimmo Berg, 2016. "Elementary Subpaths in Discounted Stochastic Games," Dynamic Games and Applications, Springer, vol. 6(3), pages 304-323, September.
    6. Herings, P. Jean-Jacques & Zhan, Yang, 2021. "The computation of pairwise stable networks," Research Memorandum 004, Maastricht University, Graduate School of Business and Economics (GSBE).
    7. Eilon Solan & Omri N. Solan, 2021. "Sunspot equilibrium in positive recursive general quitting games," International Journal of Game Theory, Springer;Game Theory Society, vol. 50(4), pages 891-909, December.
    8. Chuangyin Dang & P. Jean-Jacques Herings & Peixuan Li, 2022. "An Interior-Point Differentiable Path-Following Method to Compute Stationary Equilibria in Stochastic Games," INFORMS Journal on Computing, INFORMS, vol. 34(3), pages 1403-1418, May.

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