Stochastic approximations and differential inclusions

SIAM Journal on Control and Optimization

Volumn 44, Issue 1, 2006, Pages 328-348

  Benaïm, Michel ^a   Hofbauer, Josef ^b,c   Sorin, Sylvain ^d,e  

^a UNIVERSITY OF NEUCHÂTEL   (Switzerland)

^b UNIVERSITY COLLEGE LONDON   (United Kingdom)

^c UNIVERSITY OF VIENNA   (Austria)

^d ECOLE POLYTECHNIQUE   (France)

^e SORBONNE UNIVERSITÉ   (France)

Author keywords

Approachability; Chain recurrence; Differential inclusions; Fictitious play; Game theory; Learning; Set valued dynamical systems; Stochastic approximation

Indexed keywords

APPROXIMATION THEORY; DIFFERENTIAL EQUATIONS; GAME THEORY; THEOREM PROVING;

CHAIN RECURRENCE; DIFFERENTIAL INCLUSIONS; STOCHASTIC APPROXIMATIONS;

STOCHASTIC CONTROL SYSTEMS;

EID: 33244474665     PISSN: 03630129     EISSN: None     Source Type: Journal    
DOI: 10.1137/S0363012904439301     Document Type: Article

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