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Stochastic approximations and differential inclusions, part II: Applications

Auteur(s)
Hofbauer, Josef
Sorin, Sylvain
Date de parution
2006
In
Mathematics of Operations Research
Vol.
4
No
31
De la page
673
A la page
695
Mots-clés
Résumé
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].
Identifiants
https://libra.unine.ch/handle/123456789/6248
_
10.1287/moor.1060.0213
Type de publication
journal article
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