Convergence with probability one of stochastic approximation algorithms whose average is cooperative
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Publication:4494891
DOI10.1088/0951-7715/13/3/305zbMath0948.62062OpenAlexW2006082720MaRDI QIDQ4494891
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
Stochastic approximation (62L20) Applications of dynamical systems (37N99) Smooth dynamical systems: general theory (37C99)
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Evolution in games with randomly disturbed payoffs ⋮ Learning and equilibrium transitions: stochastic stability in discounted stochastic fictitious play ⋮ Learning in monotone Bayesian games ⋮ Stochastic approximation, cooperative dynamics and supermodular games
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