Stochastic approximations and differential inclusions, part II: Applications

Stochastic approximations and differential inclusions, part II: Applications

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Article ID: iaor200930366
Country: United States
Volume: 31
Issue: 4
Start Page Number: 673
End Page Number: 695
Publication Date: Nov 2006
Journal: Mathematics of Operations Research
Authors: , ,
Keywords: adaptive search
Abstract:

We apply the theoretical results on ‘stochastic approximations and differential inclusions’ developed in Benaïm et al. (2005) to several adaptive processes used in game theory, including classical and generalized approachability, no–regret potential procedures (Hart and Mas–Colell (2003)), and smooth fictitious play (D. Fudenberg, D. K. Levine. (1995)).

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