Stochastic Approximations and Differential Inclusions
From MaRDI portal
Recommendations
- scientific article; zbMATH DE number 4105980
- On the approximation of solutions of stochastic differential inclusions
- Stochastic Approximations and Differential Inclusions, Part II: Applications
- scientific article; zbMATH DE number 1490949
- scientific article; zbMATH DE number 1202471
- Stochastic approximation with discontinuous dynamics, differential inclusions, and applications
- On the approximation of stochastic differential equations
- On the problem of stochastic differential inclusions
- Stochastic representation of partial differential inclusions
- On solutions to stochastic differential inclusions
Cited in
(only showing first 100 items - show all)- Stochastic approximation with two time scales: the general case
- Stochastic approximations with constant step size and differential inclusions
- Asymptotic bias of stochastic gradient search
- Q-learning for Markov decision processes with a satisfiability criterion
- Long term dynamics of the subgradient method for Lipschitz path differentiable functions
- Regular potential games
- Nonsmooth nonconvex stochastic heavy ball
- Convergence properties of stochastic proximal subgradient method in solving a class of composite optimization problems with cardinality regularizer
- Approachability in Stackelberg stochastic games with vector costs
- A smooth Conley-Lyapunov function for hybrid inclusions on \(\mathbb{R}^n\)
- Game-theoretic learning and allocations in robust dynamic coalitional games
- scientific article; zbMATH DE number 7079312 (Why is no real title available?)
- scientific article; zbMATH DE number 1490949 (Why is no real title available?)
- No-regret algorithms in on-line learning, games and convex optimization
- scientific article; zbMATH DE number 5710419 (Why is no real title available?)
- Convergence of constant step stochastic gradient descent for non-smooth non-convex functions
- Dynamics in near-potential games
- n-step temporal difference learning with optimal n
- A model of opinion dynamics evolving via a preferential attachment mechanism involving multiple extractions
- Stochastic Bregman subgradient methods for nonsmooth nonconvex optimization problems
- Vertex reinforced non-backtracking random walks: an example of path formation
- An inertial Newton algorithm for deep learning
- Stochastic approximation with discontinuous dynamics, differential inclusions, and applications
- Evolutionary dynamics in heterogeneous populations: a general framework for an arbitrary type distribution
- Learning in nonatomic games. I: Finite action spaces and population games
- Tributes to Bill Sandholm
- On fractional differential inclusion problems involving fractional order derivative with respect to another function
- Constant step stochastic approximations involving differential inclusions: stability, long-run convergence and applications
- Approachability in population games
- Replicator dynamics: old and new
- Stochastic recursive inclusions with non-additive iterate-dependent Markov noise
- A Stochastic Subgradient Method for Nonsmooth Nonconvex Multilevel Composition Optimization
- Distributed stochastic nonsmooth nonconvex optimization
- Pathological subgradient dynamics
- Stochastic Methods for Composite and Weakly Convex Optimization Problems
- scientific article; zbMATH DE number 1202471 (Why is no real title available?)
- Fictitious play in 3 3 games: chaos and dithering behaviour
- Best-response dynamics in zero-sum stochastic games
- A closed-measure approach to stochastic approximation
- Abstract stochastic approximations and applications
- Two more classes of games with the continuous-time fictitious play property
- Exponential weight algorithm in continuous time
- Consensus in opinion dynamics as a repeated game
- Generalised weakened fictitious play
- Qualitative properties of certain piecewise deterministic Markov processes
- Fictitious play in zero-sum stochastic games
- Learning in games with unstable equilibria
- Active manifolds, stratifications, and convergence to local minima in nonsmooth optimization
- Sampling best response dynamics and deterministic equilibrium selection
- A constraint dissolving approach for nonsmooth optimization over the Stiefel manifold
- Conley index theory and the attractor-repeller decomposition for differential inclusions
- Lyapunov stability of the subgradient method with constant step size
- Stochastic approximation with `controlled Markov' noise
- Convergence of a stochastic subgradient method with averaging for nonsmooth nonconvex constrained optimization
- Dynamical behavior of a stochastic forward-backward algorithm using random monotone operators
- Global stability of first-order methods for coercive tame functions
- A continuous-time perspective on global acceleration for monotone equation problems
- A robust saturated strategy for \(n\)-player prisoner's dilemma
- Subgradient Sampling for Nonsmooth Nonconvex Minimization
- Learning-rate-free momentum SGD with reshuffling converges in nonsmooth nonconvex optimization
- A generalization of the Borkar-Meyn theorem for stochastic recursive inclusions
- Multiscale Q-learning with linear function approximation
- On best-response dynamics in potential games
- Robustness properties in fictitious-play-type algorithms
- Distributed stochastic approximation with local projections
- Conservative set valued fields, automatic differentiation, stochastic gradient methods and deep learning
- Stochastic subgradient method converges on tame functions
- Asymptotic equivalence of evolution equations governed by cocoercive operators and their forward discretizations
- Stochastic Approximations and Differential Inclusions, Part II: Applications
- Convergence in games with continua of equilibria
- Stability in games with continua of equilibria
- Remarks on Differential Inclusion limits of Stochastic Approximation
- Analyzing approximate value iteration algorithms
- Learning in games via reinforcement and regularization
- Continuous Newton-like Methods Featuring Inertia and Variable Mass
- On the robustness of learning in games with stochastically perturbed payoff observations
- A functional model method for nonconvex nonsmooth conditional stochastic optimization
- Optimal solutions to stochastic differential inclusions
- An underlying theory of multifunctions in discrete-time set-valued dynamical systems
- Affine Relaxations of the Best Response Algorithm: Global Convergence in Ratio-Bounded Games
- Near-optimal closed-loop method via Lyapunov damping
- Incremental without replacement sampling in nonconvex optimization
- Solvability of fractional differential inclusion with a generalized Caputo derivative
- Why learning doesn't add up: Equilibrium selection with a composition of learning rules
- Stochastic fictitious play with continuous action sets
- Stochastic approximation, cooperative dynamics and supermodular games
- Independent learning in stochastic games
- No dimension-free deterministic algorithm computes approximate stationarities of Lipschitzians
- On set-valued discrete dynamical systems
- Smale strategies for network prisoner's dilemma games
- Stochastic approximation and reinforcement learning: the interface and a little beyond
- Conservative parametric optimality and the ridge method for tame min-max problems
- Equilibrium routing under uncertainty
- A minimization approach for minimax optimization with coupled constraints
- Stochastic approximation on Riemannian manifolds
- A payoff-based learning procedure and its application to traffic games
- Preface: Special issue in honor of the 60th birthday of Sylvain Sorin
- Dynamic concern for misspecification
- Mean field games on prosumers
- A Recurrence Principle for Stochastic Difference Inclusions
This page was built for publication: Stochastic Approximations and Differential Inclusions
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5317133)
