Stochastic approximations and differential inclusions, part II:: Applications

• 成果类型: Article
• 署名作者: Benaim, Michel; Hofbauer, Josef; Sorin, Sylvain
• 署名单位: University of Neuchatel; University of London; University College London; University of Vienna; Sorbonne Universite
• 刊物名称: MATHEMATICS OF OPERATIONS RESEARCH
• ISSN/ISSBN: 0364-765X
• DOI: 10.1287/moor.1060.0213
• 发表日期: 2006
• 页码: 673-695
• 关键词: dynamics; regret

摘要

We apply the theoretical results on stochastic approximations and differential inclusions developed in Benaim et al. [M. Benaim, 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].