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  • Publication
    Accès libre
    Stochastic approximations and differential inclusions
    (2005) ;
    Hofbauer, Josef
    ;
    Sorin, Sylvain
    The dynamical systems approach to stochastic approximation is generalized to the case where the mean differential equation is replaced by a differential inclusion. The limit set theorem of Benaim and Hirsch is extended to this situation. Internally chain transitive sets and attractors are studied in detail for set-valued dynamical systems. Applications to game theory are given, in particular to Blackwell's approachability theorem and the convergence of fictitious play.