Stochastic Approximations and Differential Inclusions, Part II: Applications
Michel Benaïm, Josef Hofbauer, Sylvain Sorin
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Source: Crossref
Published: Nov 1, 2006
DOI: 10.1287/moor.1060.0213
Open original source ↗Source abstract
We apply the theoretical results on “stochastic approximations and differential inclusions” developed in Benaïm et al. [M. Benaïm, J. Hofbauer, S. Sorin. 2005. Stochastic approximations and differential inclusions. SIAM J. Control Optim. 44 328–348] to several adaptive processes used in game theory, including classical and generalized approachability, no-regret potential procedures (Hart and Mas-Colell [S. Hart, A. Mas-Colell. 2003. Regret-based continuous time dynamics. Games Econom. Behav. 45 375–394]), and smooth fictitious play [D. Fudenberg, D. K. Levine. 1995. Consistency and cautious fictitious play. J. Econom. Dynam. Control 19 1065–1089].
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