Tools for solving stochastic games.
This is the GitHub project site for the SGSolve package of tools for solving for the pure strategy subgame perfect Nash equilibria of two player stochastic games with perfect monitoring and public randomization. The package consists of a library for representing and solving stochastic games, as well as a Qt based graphical interface to the library called SGViewer. SGSolve implements the algorithm for solving stochastic games that is described in Abreu, Brooks, and Sannikov (2016), which can be found here. SGSolve is released under the terms of the GPLv3 license.
The package was developed by Dilip Abreu, Ben Brooks, and Yuliy Sannikov. You can find contact information for the authors at Ben's homepage.