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.
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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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