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The Logarithmic Stochastic Tracing Procedure: A Homotopy Method to Compute Stationary Equilibria of Stochastic Games.
Steffen Eibelshäuser
Victor Klockmann
David Poensgen
Alicia von Schenk
Published in:
INFORMS J. Comput. (2023)
Keyphrases
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objective function
reinforcement learning
dynamic programming
linear programming
dynamic environments
nash equilibrium