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Stochastic approximations and differential inclusions
Auteur(s)
Date de parution
2005
In
Siam Journal on Control and Optimization
Vol.
1
No
44
De la page
328
A la page
348
Mots-clés
Résumé
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.
Identifiants
Type de publication
journal article
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