"A differentiable path-following method to compute subgame perfect ..."

Yiyin Cao, Chuangyin Dang, Zhongdong Xiao (2022)

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DOI: 10.1016/J.EJOR.2021.06.059

access: closed

type: Journal Article

metadata version: 2022-02-08

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Yiyin Cao, Chuangyin Dang, Zhongdong Xiao:
A differentiable path-following method to compute subgame perfect equilibria in stationary strategies in robust stochastic games and its applications. Eur. J. Oper. Res. 298(3): 1032-1050 (2022)

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