More on homotopy continuation method and discounted zero-sum stochastic game with ARAT structure

Abstract

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.