Stochastic Approximations of Set-Valued Dynamical Systems: Convergence with Positive Probability to an Attractor

DOI10.1287/moor.1100.0455zbMath1284.62512arXiv0905.1858OpenAlexW3099151731MaRDI QIDQ3169110

Gregory Roth, Mathieu Faure

Publication date: 27 April 2011

Published in: Mathematics of Operations Research (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0905.1858

zbMATH Keywords

game theoryattractorstochastic approximationsset-valued dynamical systemsMarkovian fictitious play

Mathematics Subject Classification ID

Ordinary differential inclusions (34A60) Stochastic approximation (62L20) Dynamic games (91A25) Rationality and learning in game theory (91A26) Boundary value problems on infinite intervals for ordinary differential equations (34B40)

Related Items (4)

Unnamed Item ⋮ Constant step stochastic approximations involving differential inclusions: stability, long-run convergence and applications ⋮ Smale strategies for network prisoner's dilemma games ⋮ ERGODIC PROPERTIES OF WEAK ASYMPTOTIC PSEUDOTRAJECTORIES FOR SET-VALUED DYNAMICAL SYSTEMS

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