Recursive algorithms, urn processes and chaining number of chain recurrent sets

DOI10.1017/S0143385798097557MaRDI QIDQ4236254zbMATH OpenOpenAlexFDO

Authors Michel Benaïm

Publication date 29 September 1999

Published in Ergodic Theory and Dynamical Systems (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1017/s0143385798097557

zbMATH Keywords

learning theorypattern recognitionsystem identificationurn models

Mathematics Subject Classification ID

Attractors and repellers of smooth dynamical systems and their topological structure (37C70) Discrete-time Markov processes on general state spaces (60J05)

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Cited in

(28)

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• Stochastic approximation algorithms with constant step size whose average is cooperative
• Dynamic nonlinear pricing model based on adaptive and sophisticated learning
• Network formation by reinforcement learning: the long and medium run
• A computational approach to steady-state convergence of fluid limits for Coxian queuing networks with abandonment
• Large deviations and stochastic stability in population games
• On limiting behavior of stationary measures for stochastic evolution systems with small noise intensity
• Nonlinear randomized urn models: a stochastic approximation viewpoint
• Pairwise comparison dynamics and evolutionary foundations for Nash equilibrium
• Model checking single agent behaviours by fluid approximation
• Stochastic imitative game dynamics with committed agents
• Sur quelques algorithmes récursifs pour les probabilités numériques
• Sampling best response dynamics and deterministic equilibrium selection
• Dynamics of Morse-Smale urn processes
• Convergence of Recursive Stochastic Algorithms Using Wasserstein Divergence
• Naive Learning Through Probability Overmatching
• Evolutionary game theory
• Sample path large deviations for stochastic evolutionary game dynamics
• Stochastic approximation algorithms: overview and recent trends.
• On limit measures and their supports for stochastic ordinary differential equations
• First-order methods for convex optimization
• Global stability of first-order methods for coercive tame functions
• Positive reinforced generalized time-dependent Pólya urns via stochastic approximation
• Random switching between vector fields having a common zero
• Mean-field approximation of forward-looking population dynamics
• Inexact subgradient methods for semialgebraic functions
• Fluid computation of passage-time distributions in large Markov models
• Evolution in games with randomly disturbed payoffs

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