Quasi-policy approximations remove higher-order derivatives from KKT conditions of forest-structured mixed-hierarchy games, enabling an inexact Newton method with proven local exponential convergence.
Mathematical programming32(2), 146–164 (1985)
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Efficiently Solving Mixed-Hierarchy Games with Quasi-Policy Approximations
Quasi-policy approximations remove higher-order derivatives from KKT conditions of forest-structured mixed-hierarchy games, enabling an inexact Newton method with proven local exponential convergence.