An Interior-Point Differentiable Path-Following Method to Compute Stationary Equilibria in Stochastic Games

Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review

Fingerprint

???publication_fingerprints_help???

Mathematics

100
Stochastic Game Mathematics
100
Interior Point Mathematics
100
Equilibrium Model Mathematics
33
Variables Mathematics
22
Stochastics Mathematics
22
Homotopy Mathematics
11
Number Mathematics
11
Term Mathematics
11
Equation System Mathematics
11
Complementarity Pro... Mathematics
11
Subgame Perfect Equ... Mathematics

Computer Science

100
Interior Point Computer Science
100
Procedure Computer Science
100
Equilibrium Model Computer Science
6
Application Computer Science
6
Transformations Computer Science
6
Interior-Point Meth... Computer Science
6
Solution Concept Computer Science
6
Strategy Profile Computer Science
6
Equation System Computer Science

Keyphrases

100
Stationary Equilibr... Keyphrases
100
Path Following Keyphrases
100
Interior Point Keyphrases
100
Stochastic Games Keyphrases
22
Numerical Results Keyphrases
22
Stationary Strategi... Keyphrases
22
Linear Tracing Proc... Keyphrases
11
Homotopy Keyphrases
11
System of Equations Keyphrases
11
Variable Transforma... Keyphrases
11
Homotopy Method Keyphrases
11
Mixed Complementari... Keyphrases
11
Interior Point Meth... Keyphrases
11
Perturbation Term Keyphrases
11
Subgame Perfect Equ... Keyphrases
11
Strategy Profile Keyphrases
11
Solution Concepts Keyphrases
11
Game Making Keyphrases
11
Logarithmic Barrier Keyphrases

INIS

100
stochastic processe... INIS
100
equilibrium INIS
20
equations INIS
10
transformations INIS
10
stability INIS
10
barriers INIS
10
applications INIS
10
solutions INIS
10
bridges INIS
10
reliability INIS
10
perturbations INIS
10
connections INIS

Economics, Econometrics and Finance

100
Equilibrium Model Economics, Econometrics a...
100
Stochastic Game Economics, Econometrics a...
Research OutputsResearch Output authored by An Interior-Point Differentiable Path-Following Method to Compute Stationary Equilibria in Stochastic Games is tagged with the concept