G-85-16
On the Computation of Equilibria in Discounted Stochastic Dynamic Games
Michèle Breton, Jerzy A. Filar, Alain Haurie et TA Schultz
Various algorithms for numerical solutions of discounted stochastic games are presented. For zero-sum two-person games, the existing algorithms are compared on randomly generated games and a hybrid algorithm is proposed. For general-sum N-person games, a new mathematical programming formulation which permits the numerical solution of a game by using a non-linear programming code is presented.
Paru en octobre 1985 , 26 pages