Optimization and dynamical systems algorithms for finding equilibria of stochastic games
نویسندگان
چکیده
We present two new algorithms for computing Nash equilibria of stochastic games. One is a global random start algorithm based on nonlinear programming, while the other combines a dynamical system with nonlinear programming to find stable equilibria. Promising numerical results are presented.
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عنوان ژورنال:
- Optimization Methods and Software
دوره 23 شماره
صفحات -
تاریخ انتشار 2008