A class of non homogeneous self interacting random processes with applications to learning in games and vertex-reinforced random walks

arXiv0806.0806MaRDI QIDQ6209788FDOQ6209788

Authors: Michel Benaïm, Olivier Raimond 

Publication date: 4 June 2008

Abstract: Using an approximation by a set-valued dynamical system, this paper studies a class of non Markovian and non homogeneous stochastic processes on a finite state space. It provides an unified approach to simulated annealing type processes. It permits to study new models of vertex reinforced random walks and new models of learning in games including Markovian fictitious play.

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