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Benaim, Michel

Nom
Benaim, Michel
Affiliation principale
Fonction
Professeur ordinaire
Email
michel.benaim@unine.ch
Identifiants
https://libra.unine.ch/handle/123456789/457
_
0000-0003-0703-3107

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  • Publication
    Accès libre
    Stochastic approximations and differential inclusions
    (2005)
    Benaim, Michel 
    ;
    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.
  • Publication
    Accès libre
    Deterministic approximation of stochastic evolution in games
    (2003)
    Benaim, Michel 
    ;
    Weibull, Jorgen W
    This paper provides deterministic approximation results for stochastic processes that arise when finite populations recurrently play finite games. The processes are Markov chains, and the approximation is defined in continuous time as a system of ordinary differential equations of the type studied in evolutionary game theory. We establish precise connections between the long-run behavior of the discrete stochastic process, for large populations, and its deterministic flow approximation. In particular, we provide probabilistic bounds on exit times from and visitation rates to neighborhoods of attractors; to the deterministic flow. We sharpen these results in the special case of ergodic processes.
  • Publication
    Accès libre
    Convergence with probability one of stochastic approximation algorithms whose average is cooperative
    (2000)
    Benaim, Michel 
    We consider a stochastic approximation process Xn+1 - x(n) = Yn+1 (F(x(n)) + Un+1) where F : R-m --> R-m is a C-2 irreducible cooperative dissipative vector field, {y(n)}(n greater than or equal to 0) is a sequence of positive numbers decreasing to 0 and {U-n}(n greater than or equal to 0) a sequence of uniformly bounded R-m martingale differences. We show that under certain conditions on {y(n)} and {U-n} the sequence {x(n)}(n greater than or equal to 0) converges with probability one toward the equilibria set of the vector field F.