Title
Stochastic Approximations and Differential Inclusions, Part II: Applications
Abstract
We apply the theoretical results on “stochastic approximations and differential inclusions” developed in Benaïm et al. [M. Benaïm, 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. Control19 1065--1089].
Year
DOI
Venue
2006
10.1287/moor.1060.0213
Math. Oper. Res.
Keywords
DocType
Volume
smooth fictitious play,Stochastic Approximations,J. Hofbauer,Differential Inclusions,S. Hart,stochastic approximation,approachability,differential inclusion,consistency,SIAM J. Control Optim,set-valued dynamical systems,M. Bena,Part II,Games Econom,differential inclusions,cautious fictitious play,no regret,J. Econom,S. Sorin
Journal
31
Issue
ISSN
Citations 
4
0364-765X
21
PageRank 
References 
Authors
2.16
6
3
Name
Order
Citations
PageRank
Michel Benaïm131828.71
Josef Hofbauer230742.01
Sylvain Sorin330049.48