Stochastic Approximations and Differential Inclusions, Part II: Applications
From MaRDI portal
Recommendations
- Stochastic Approximations and Differential Inclusions
- Stochastic approximations with constant step size and differential inclusions
- Stochastic approximation, cooperative dynamics and supermodular games
- Stochastic approximation with `controlled Markov' noise
- Asynchronous stochastic approximation with differential inclusions
Cited in
(41)- Stochastic inequalities and applications. Selected papers presented at the Euroconference on ``Stochastic inequalities and their applications, Barcelona, June 18--22, 2002
- Consensus in opinion dynamics as a repeated game
- Adaptation, coordination, and local interactions via distributed approachability
- Approachability in Stackelberg stochastic games with vector costs
- Stochastic learning in multi-agent optimization: communication and payoff-based approaches
- Q-learning for Markov decision processes with a satisfiability criterion
- An ODE method to prove the geometric convergence of adaptive stochastic algorithms
- Learning in nonatomic games. I: Finite action spaces and population games
- Stochastic subgradient method converges on tame functions
- Equilibrium routing under uncertainty
- Stochastic approximation to understand simple simulation models
- Approachability, regret and calibration: implications and equivalences
- Learning correlated equilibria in noncooperative games with cluster structure
- Multiscale Q-learning with linear function approximation
- Perturbations of set-valued dynamical systems, with applications to game theory
- On the approximation of stochastic partial differential equations II
- Risk-constrained reinforcement learning with percentile risk criteria
- Abstracts of Talks Given at the 2nd International Conference on Stochastic Methods
- Some applications of Girsanov's theorem to the theory of stochastic differential inclusions
- Preface: Special issue in honor of the 60th birthday of Sylvain Sorin
- ERGODIC PROPERTIES OF WEAK ASYMPTOTIC PSEUDOTRAJECTORIES FOR SET-VALUED DYNAMICAL SYSTEMS
- Stochastic approximations with constant step size and differential inclusions
- A Stochastic Subgradient Method for Nonsmooth Nonconvex Multilevel Composition Optimization
- Constant step stochastic approximations involving differential inclusions: stability, long-run convergence and applications
- Pathological subgradient dynamics
- Asynchronous stochastic approximation with differential inclusions
- A continuous-time approach to online optimization
- Stochastic Approximations and Differential Inclusions
- Boundary value problems for q-difference inclusions
- Existence results for boundary value problems of differential inclusions with three-point integral boundary conditions
- A stochastic variant of replicator dynamics in zero-sum games and its invariant measures
- Continuous time learning algorithms in optimization and game theory
- Remarks on Differential Inclusion limits of Stochastic Approximation
- The dynamic instability of dispersed price equilibria
- Global stability of first-order methods for coercive tame functions
- A functional model method for nonconvex nonsmooth conditional stochastic optimization
- Stochastic approximation and reinforcement learning: the interface and a little beyond
- Networks of biosensors: decentralized activation and social learning
- A closed-measure approach to stochastic approximation
- Replicator dynamics: old and new
- Exponential weight algorithm in continuous time
This page was built for publication: Stochastic Approximations and Differential Inclusions, Part II: Applications
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5388003)