使用同伦法求解动态随机博弈的用户指南

A User's Guide to Solving Dynamic Stochastic Games Using the Homotopy Method

Operations Research · 2010
被引 75
FT 50UTD 24ABS 4★

中文导读

提供使用同伦法求解动态随机博弈的逐步指南,该方法有助于系统探索均衡对应关系,尤其适用于存在多重均衡的博弈,并给出两个详细示例。

Abstract

This paper provides a step-by-step guide to solving dynamic stochastic games using the homotopy method. The homotopy method facilitates exploring the equilibrium correspondence in a systematic fashion; it is especially useful in games that have multiple equilibria. We discuss the theory of the homotopy method and its implementation and present two detailed examples of dynamic stochastic games that are solved using this method.

动态随机博弈同伦法博弈论计算经济学