Homotopy Continuation Method for Discounted Zero-Sum Stochastic Game with ARAT Structure
A. Dutta, A. K. Das · International Game Theory Review · 2023
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.