Sen, Arun; Shanno, David F. Optimization and dynamical systems algorithms for finding equilibria of stochastic games. (English) Zbl 1154.91332 Optim. Methods Softw. 23, No. 6, 975-993 (2008). Summary: We present two new algorithms for computing Nash equilibria of stochastic games. One is a global random start algorithm based on nonlinear programming, while the other combines a dynamical system with nonlinear programming to find stable equilibria. Promising numerical results are presented. Cited in 2 Documents MSC: 91A15 Stochastic games, stochastic differential games 90C30 Nonlinear programming Keywords:stochastic games; Nash equilibrium; mathematical programs with equilibrium constraints; dynamical systems; hybrid methods Software:PATH Solver; HOMPACK PDFBibTeX XMLCite \textit{A. Sen} and \textit{D. F. Shanno}, Optim. Methods Softw. 23, No. 6, 975--993 (2008; Zbl 1154.91332) Full Text: DOI