Abstract

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Global Newton Method for Stochastic Games

Srihari Govindan
University of Iowa

Robert Wilson
Stanford Graduate School of Business

February 2008

Stanford University Graduate School of Business Research Paper No. 1985

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.

JEL Classifications: C63

Working Paper Series

Date posted: May 19, 2008 ; Last revised: May 19, 2008

Suggested Citation

Govindan, Srihari and Wilson, Robert B., Global Newton Method for Stochastic Games (February 2008). Stanford University Graduate School of Business Research Paper No. 1985. Available at SSRN: http://ssrn.com/abstract=1095446

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Robert B. Wilson (Contact Author) Stanford Graduate School of Business ( email ) 518 Memorial Way Stanford, CA 94305-5015 United States 650-723-8620 (Phone) 650-725-7979 (Fax)
Srihari Govindan University of Iowa ( email ) Iowa City, IA 52242 United States

Abstract

References (10)

Date posted: May 19, 2008 ; Last revised: May 19, 2008

Suggested Citation

Contact Information

Robert B. Wilson (Contact Author)

Srihari Govindan