Stochastic Approximations with Constant Step Size and Differential Inclusions

DOI10.1137/110844192zbMath1302.62182OpenAlexW2107524589MaRDI QIDQ4920270

Gregory Roth, William H. Sandholm

Publication date: 16 May 2013

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

Full work available at URL: https://semanticscholar.org/paper/6d2c5d719c4d56a5d7ec26139635dc5e72d181f1

zbMATH Keywords

differential inclusionsinvariant measuresevolutionary game theorystochastic approximationsset-valued dynamical systemsbest response dynamics

Mathematics Subject Classification ID

Ordinary differential inclusions (34A60) Evolution inclusions (34G25) Stochastic approximation (62L20) Stochastic learning and adaptive control (93E35) Approximate trajectories (pseudotrajectories, shadowing, etc.) in smooth dynamics (37C50) Evolutionary games (91A22)

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