Stochastic Approximations and Differential Inclusions
نویسندگان
چکیده
The dynamical systems approach to stochastic approximation is generalized to the case where the mean differential equation is replaced by a differential inclusion. The limit set theorem of Benäım and Hirsch is extended to this situation. Internally chain transitive sets and attractors are studied in detail for set-valued dynamical systems. Applications to game theory are given, in particular to Blackwell’s approachability theorem and the convergence of fictitious play.
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ورودعنوان ژورنال:
- SIAM J. Control and Optimization
دوره 44 شماره
صفحات -
تاریخ انتشار 2005