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Article
Global Newton Method for Stochastic Games
Journal of Economic Theory (2009)
  • Srihari Govindan, University of Iowa
  • Robert B Wilson, Stanford University
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.

Keywords
  • stochastic game,
  • Markov-perfect equilibrium,
  • algorithm,
  • global Newton method,
  • homotopy
Disciplines
Publication Date
January, 2009
Citation Information
Srihari Govindan and Robert B Wilson. "Global Newton Method for Stochastic Games" Journal of Economic Theory Vol. 44 Iss. 1 (2009)
Available at: http://works.bepress.com/wilson_robert/7/