A Class of Self-Interacting Processes with Applications to Games and Reinforced Random Walks

DOI10.1137/080721091zbMath1252.60092OpenAlexW2091328462MaRDI QIDQ3083241

Michel Benaïm, Olivier Raimond

Publication date: 21 March 2011

Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/8f946afda953fb7220723a08842bbb71a0f321bd

zbMATH Keywords

differential inclusionsstochastic approximationsimulated annealinglearning in gamesprocess with reinforcement

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Stochastic games, stochastic differential games (91A15)

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