Stochastic approximation, cooperative dynamics and supermodular games

DOI10.1214/11-AAP816zbMath1429.62359arXiv1001.4871MaRDI QIDQ691120

Mathieu Faure, Michel Benaïm

Publication date: 29 November 2012

Published in: The Annals of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1001.4871

zbMATH Keywords

stochastic approximation; cooperative systems; supermodular games; stochastic fictitious play

Mathematics Subject Classification ID

91A12: Cooperative games

62L20: Stochastic approximation

37C50: Approximate trajectories (pseudotrajectories, shadowing, etc.) in smooth dynamics

37C65: Monotone flows as dynamical systems

Related Items

Stochastic approximation with discontinuous dynamics, differential inclusions, and applications, Convergence in models with bounded expected relative hazard rates, Learning in monotone Bayesian games, On the stability of an adaptive learning dynamics in traffic games

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