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"An Interior-Point Differentiable Path-Following Method to Compute ..."

Chuangyin Dang, P. Jean-Jacques Herings, Peixuan Li (2022)

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DOI: 10.1287/IJOC.2021.1139

access: closed

type: Journal Article

metadata version: 2022-10-18

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Chuangyin Dang, P. Jean-Jacques Herings, Peixuan Li:
An Interior-Point Differentiable Path-Following Method to Compute Stationary Equilibria in Stochastic Games. INFORMS J. Comput. 34(3): 1403-1418 (2022)

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