Convergence with probability one of stochastic approximation algorithms whose average is cooperative

DOI10.1088/0951-7715/13/3/305MaRDI QIDQ4494891zbMATH OpenOpenAlexFDO

Authors Michel Benaïm

Publication date 9 August 2000

Published in Nonlinearity (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1088/0951-7715/13/3/305

Mathematics Subject Classification ID

Smooth dynamical systems: general theory (37C99) Applications of dynamical systems (37N99) Stochastic approximation (62L20)

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Cited in

(6)

• Stochastic approximation algorithms with constant step size whose average is cooperative
• On the convergence of the Cooper's algorithm
• Learning and equilibrium transitions: stochastic stability in discounted stochastic fictitious play
• Stochastic approximation, cooperative dynamics and supermodular games
• Evolution in games with randomly disturbed payoffs
• Learning in monotone Bayesian games

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