Stochastic approximation algorithms with constant step size whose average is cooperative

DOI10.1214/AOAP/1029962603zbMATH Open0983.62046OpenAlexW1978689560MaRDI QIDQ1296595FDOQ1296595

Michel Benaïm, Morris W. Hirsch

Publication date: 25 April 2002

Published in: The Annals of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aoap/1029962603

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zbMATH Keywords

large deviationsweak convergencecooperative vector fieldstheory of learning in games

Mathematics Subject Classification ID

Stochastic approximation (62L20) Game theory (91A99) Ordinary differential equations and systems with randomness (34F05) Evolutionary games (91A22) Other game-theoretic models (91A40) Stochastic learning and adaptive control (93E35) Applications of dynamical systems (37N99)

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Cited In (19)

• Constant step stochastic approximations involving differential inclusions: stability, long-run convergence and applications
• A model for data transmission and its optimization
• A criterion on a repeller being a null set of any limit measure for stochastic differential equations
• Asymptotic optimality for consensus-type stochastic approximation algorithms using iterate averaging
• Evolutionary Game Theory
• On the convergence of the Cooper's algorithm
• Adaptive learning in large populations
• Modeling and control of data transmission
• On limiting behavior of stationary measures for stochastic evolution systems with small noise intensity
• Stochastic control of a class of dynamical systems via path limits
• Charge-based control of DiffServ-like queues
• Stochastic approximation, cooperative dynamics and supermodular games
• On the stability of an adaptive learning dynamics in traffic games
• On learning dynamics underlying the evolution of learning rules
• Stochastic modelling of thermal effects on a ferromagnetic nano particle
• Evolutionary game theory: a renaissance
• Deterministic approximation of best-response dynamics for the matching pennies game
• Title not available (Why is that?)
• Learning and equilibrium transitions: stochastic stability in discounted stochastic fictitious play

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