论文标题
有关同型连续方法的更多信息，并使用ARAT结构打折零和随机游戏
More on homotopy continuation method and discounted zero-sum stochastic game with ARAT structure
论文作者
论文摘要
在本文中，我们介绍了同拷贝函数，以通过应用修改的同拷贝延续方法来追踪轨迹，以查找两人零和折扣随机ARAT游戏的解决方案。我们表明该算法具有较高的收敛顺序。对于所提出的算法，接近溶液的同质路径是平滑且有界的。说明了两个数值示例，以显示所提出的算法的有效性。
In this paper, we introduce a homotopy function to trace the trajectory by applying modified homotopy continuation method for finding the solution of two-person zero-sum discounted stochastic ARAT game. We show that the algorithm has the higher order of convergence. For the proposed algorithm, the homotopy path approaching the solution is smooth and bounded. Two numerical examples are illustrated to show the effectiveness of the proposed algorithm.
