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

DOI10.1088/0951-7715/13/3/305zbMATH Open0948.62062OpenAlexW2006082720MaRDI QIDQ4494891FDOQ4494891

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

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Mathematics Subject Classification ID

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

Cited In (5)

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

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