So I have a map from a set of strategies of players to the best response of each player given the original strategies (a discrete probability distribution for each player). I want to find the jacobian of this mapping, because I need to calculate the spectral radius of it. I am using finite differences at the moment, but I would like to use automatic differentiation.
Is this possible? I can't seem to find a JuliaDiff package that does it. Should I just do it for each element of my best-response mapping one at a time? So I get N functions from R^N to R ? (really it's from (0,1)^N to (0,1), but...) Best, Patrick
