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Stochastic approximations and differential inclusions II: applications

Benaim, M.; Hofbauer, J.; Sorin, S.; (2006) Stochastic approximations and differential inclusions II: applications. (ELSE Working Papers 202). ESRC Centre for Economic Learning and Social Evolution: London, UK. Green open access

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Abstract

We apply the theoretical results on "stochastic approximations and differential inclusions" developed in Benaim, Hofbauer and Sorin (2005) to several adaptive processes used in game theory including: classical and generalized approachability, no-regret potential procedures (Hart and Mas-Colell), smooth fictitious play (Fudenberg and Levine)

Type: Working / discussion paper
Title: Stochastic approximations and differential inclusions II: applications
Open access status: An open access version is available from UCL Discovery
Publisher version: http://else.econ.ucl.ac.uk/newweb/papers.php#2006
Language: English
Keywords: Stochastic approximation, differential inclusions, set valued dynamical systems, approachability, no regret, consistency, smooth fictitious play
UCL classification: UCL > Provost and Vice Provost Offices > UCL BEAMS > Faculty of Maths and Physical Sciences > Dept of Mathematics
URI: https://discovery.ucl.ac.uk/id/eprint/14528
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