Vignette d'image

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

Résultat de la recherche

Filtres

3
3
3
Réinitialiser les filtres

Paramètres

Voici les éléments 1 - 3 sur 3
  • Publication
    Accès libre
    Stochastic approximations and differential inclusions, part II: Applications
    (2006)
    Benaim, Michel 
    ;
    Hofbauer, Josef
    ;
    Sorin, Sylvain
    We apply the theoretical results on "stochastic approximations and differential inclusions" developed in Benaim et al. [M. Benaim, J. Hofbauer, S. Sorin. 2005. Stochastic approximations and differential inclusions. SIAM J. Control Optim. 44 328-348] to several adaptive processes used in game theory, including classical and generalized approachability, no-regret potential procedures (Hart and Mas-Colell [S. Hart, A. Mas-Colell. 2003. Regret-based continuous time dynamics. Games Econom. Behav. 45 375-394]), and smooth fictitious play [D. Fudenberg, D. K. Levine. 1995. Consistency and cautious fictitious play. J. Econom. Dynam. Control 19 1065-1089].
  • 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
    A two armed bandit type problem
    (2003)
    Benaim, Michel 
    ;
    Ben Arous, Gerard