Homotopy Continuation Method for Discounted Zero-Sum Stochastic Game with ARAT Structure

Authors

A. Dutta, Jadavpur University
A. K. Das, Indian Statistical Institute, Kolkata

Article Type

Research Article

Publication Title

International Game Theory Review

Abstract

In this paper, we introduce a new function to trace the trajectory by applying the modified homotopy continuation method for finding the solution of two person zero-sum discounted stochastic ARAT game. For the proposed algorithm, the homotopy path approaching the solution is smooth and bounded.

DOI

https://10.1142/S0219198923400042

Publication Date

9-1-2023

Recommended Citation

Dutta, A. and Das, A. K., "Homotopy Continuation Method for Discounted Zero-Sum Stochastic Game with ARAT Structure" (2023). Journal Articles. 3596.
https://digitalcommons.isical.ac.in/journal-articles/3596