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Stochastic Approximations and Differential Inclusions; Part II: Applications

Citations

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Cited by:

  1. Ignacio Esponda & Demian Pouzo, 2026. "Learning and Equilibrium under Model Misspecification," Papers 2601.09891, arXiv.org.
  2. Severin Maier & Camille Castera & Peter Ochs, 2026. "Near-optimal Closed-loop Method via Lyapunov Damping," Journal of Optimization Theory and Applications, Springer, vol. 208(3), pages 1-30, March.
  3. Bolte, Jérôme & Pauwels, Edouard, 2021. "A mathematical model for automatic differentiation in machine learning," TSE Working Papers 21-1184, Toulouse School of Economics (TSE).
  4. Akimoto, Youhei & Auger, Anne & Hansen, Nikolaus, 2022. "An ODE method to prove the geometric convergence of adaptive stochastic algorithms," Stochastic Processes and their Applications, Elsevier, vol. 145(C), pages 269-307.
  5. Swenson, Brian & Murray, Ryan & Kar, Soummya, 2020. "Regular potential games," Games and Economic Behavior, Elsevier, vol. 124(C), pages 432-453.
  6. Bravo, Mario & Mertikopoulos, Panayotis, 2017. "On the robustness of learning in games with stochastically perturbed payoff observations," Games and Economic Behavior, Elsevier, vol. 103(C), pages 41-66.
  7. Dileep Kalathil & Vivek S. Borkar & Rahul Jain, 2017. "Approachability in Stackelberg Stochastic Games with Vector Costs," Dynamic Games and Applications, Springer, vol. 7(3), pages 422-442, September.
  8. Edouard Pauwels, 2021. "Incremental Without Replacement Sampling in Nonconvex Optimization," Journal of Optimization Theory and Applications, Springer, vol. 190(1), pages 274-299, July.
  9. Esponda, Ignacio & Pouzo, Demian & Yamamoto, Yuichi, 2021. "Asymptotic behavior of Bayesian learners with misspecified models," Journal of Economic Theory, Elsevier, vol. 195(C).
  10. Andriy Zapechelnyuk, 2009. "Limit Behavior of No-regret Dynamics," Discussion Papers 21, Kyiv School of Economics.
  11. Elvira Hernández & Juan Perán, 2026. "An underlying theory of multifunctions in discrete-time set-valued dynamical systems," Journal of Optimization Theory and Applications, Springer, vol. 208(2), pages 1-18, February.
  12. Cason, Timothy N. & Friedman, Daniel & Hopkins, Ed, 2010. "Testing the TASP: An experimental investigation of learning in games with unstable equilibria," Journal of Economic Theory, Elsevier, vol. 145(6), pages 2309-2331, November.
  13. Mathieu Faure & Gregory Roth, 2010. "Stochastic Approximations of Set-Valued Dynamical Systems: Convergence with Positive Probability to an Attractor," Mathematics of Operations Research, INFORMS, vol. 35(3), pages 624-640, August.
  14. Josef Hofbauer & Sylvain Sorin & Yannick Viossat, 2009. "Time Average Replicator and Best-Reply Dynamics," Mathematics of Operations Research, INFORMS, vol. 34(2), pages 263-269, May.
  15. repec:hal:wpaper:hal-00713871 is not listed on IDEAS
  16. Pascal Bianchi & Walid Hachem, 2016. "Dynamical Behavior of a Stochastic Forward–Backward Algorithm Using Random Monotone Operators," Journal of Optimization Theory and Applications, Springer, vol. 171(1), pages 90-120, October.
  17. Bervoets, Sebastian & Faure, Mathieu, 2020. "Convergence in games with continua of equilibria," Journal of Mathematical Economics, Elsevier, vol. 90(C), pages 25-30.
  18. Giacomo Lanzani, 2025. "Dynamic Concern for Misspecification," Econometrica, Econometric Society, vol. 93(4), pages 1333-1370, July.
  19. Arunselvan Ramaswamy & Shalabh Bhatnagar, 2017. "A Generalization of the Borkar-Meyn Theorem for Stochastic Recursive Inclusions," Mathematics of Operations Research, INFORMS, vol. 42(3), pages 648-661, August.
  20. Borkar, Vivek S., 2025. "Stochastic approximation with two time scales: The general case," Stochastic Processes and their Applications, Elsevier, vol. 190(C).
  21. Bolte, Jérôme & Pauwels, Edouard, 2019. "Conservative set valued fields, automatic differentiation, stochastic gradient methods and deep learning," TSE Working Papers 19-1044, Toulouse School of Economics (TSE).
  22. Sandholm, William H., 2015. "Population Games and Deterministic Evolutionary Dynamics," Handbook of Game Theory with Economic Applications,, Elsevier.
  23. van Strien, Sebastian & Sparrow, Colin, 2011. "Fictitious play in 3x3 games: Chaos and dithering behaviour," Games and Economic Behavior, Elsevier, vol. 73(1), pages 262-286, September.
  24. Bolte, Jérôme & Le, Tam & Pauwels, Edouard & Silveti-Falls, Antonio, 2022. "Nonsmooth Implicit Differentiation for Machine Learning and Optimization," TSE Working Papers 22-1314, Toulouse School of Economics (TSE).
  25. In-Koo Cho & Anna Rubinchik, 2017. "Contemplation vs. intuition: a reinforcement learning perspective," EURO Journal on Decision Processes, Springer;EURO - The Association of European Operational Research Societies, vol. 5(1), pages 141-167, November.
  26. Wouter Baar & Dario Bauso, 2022. "Mean Field Games on Prosumers," SN Operations Research Forum, Springer, vol. 3(4), pages 1-27, December.
  27. Michel Benaïm & Josef Hofbauer & Sylvain Sorin, 2012. "Perturbations of Set-Valued Dynamical Systems, with Applications to Game Theory," Dynamic Games and Applications, Springer, vol. 2(2), pages 195-205, June.
  28. Bervoets, Sebastian & Bravo, Mario & Faure, Mathieu, 2020. "Learning with minimal information in continuous games," Theoretical Economics, Econometric Society, vol. 15(4), November.
  29. Candogan, Ozan & Ozdaglar, Asuman & Parrilo, Pablo A., 2013. "Dynamics in near-potential games," Games and Economic Behavior, Elsevier, vol. 82(C), pages 66-90.
  30. Michel Benaïm & Josef Hofbauer & Sylvain Sorin, 2006. "Stochastic Approximations and Differential Inclusions, Part II: Applications," Mathematics of Operations Research, INFORMS, vol. 31(4), pages 673-695, November.
  31. Arunselvan Ramaswamy & Shalabh Bhatnagar, 2022. "Analyzing Approximate Value Iteration Algorithms," Mathematics of Operations Research, INFORMS, vol. 47(3), pages 2138-2159, August.
  32. Sylvain Sorin, 2023. "Continuous Time Learning Algorithms in Optimization and Game Theory," Dynamic Games and Applications, Springer, vol. 13(1), pages 3-24, March.
  33. Eunji Lim, 2011. "On the Convergence Rate for Stochastic Approximation in the Nonsmooth Setting," Mathematics of Operations Research, INFORMS, vol. 36(3), pages 527-537, August.
  34. Bervoets, Sebastian & Faure, Mathieu, 2019. "Stability in games with continua of equilibria," Journal of Economic Theory, Elsevier, vol. 179(C), pages 131-162.
  35. Vinayaka G. Yaji & Shalabh Bhatnagar, 2020. "Stochastic Recursive Inclusions in Two Timescales with Nonadditive Iterate-Dependent Markov Noise," Mathematics of Operations Research, INFORMS, vol. 45(4), pages 1405-1444, November.
  36. Prasenjit Karmakar & Shalabh Bhatnagar, 2018. "Two Time-Scale Stochastic Approximation with Controlled Markov Noise and Off-Policy Temporal-Difference Learning," Mathematics of Operations Research, INFORMS, vol. 43(1), pages 130-151, February.
  37. Benaïm, Michel & Hofbauer, Josef & Hopkins, Ed, 2009. "Learning in games with unstable equilibria," Journal of Economic Theory, Elsevier, vol. 144(4), pages 1694-1709, July.
  38. Saeed Hadikhanloo & Rida Laraki & Panayotis Mertikopoulos & Sylvain Sorin, 2022. "Learning in nonatomic games, part Ⅰ: Finite action spaces and population games," Post-Print hal-03767995, HAL.
  39. Panayotis Mertikopoulos & William H. Sandholm, 2016. "Learning in Games via Reinforcement and Regularization," Mathematics of Operations Research, INFORMS, vol. 41(4), pages 1297-1324, November.
  40. Benoit Duvocelle & Panayotis Mertikopoulos & Mathias Staudigl & Dries Vermeulen, 2023. "Multiagent Online Learning in Time-Varying Games," Mathematics of Operations Research, INFORMS, vol. 48(2), pages 914-941, May.
  41. Cominetti, Roberto & Melo, Emerson & Sorin, Sylvain, 2010. "A payoff-based learning procedure and its application to traffic games," Games and Economic Behavior, Elsevier, vol. 70(1), pages 71-83, September.
  42. Andrés Contreras & Juan Peypouquet, 2019. "Asymptotic Equivalence of Evolution Equations Governed by Cocoercive Operators and Their Forward Discretizations," Journal of Optimization Theory and Applications, Springer, vol. 182(1), pages 30-48, July.
  43. Leslie, David S. & Collins, E.J., 2006. "Generalised weakened fictitious play," Games and Economic Behavior, Elsevier, vol. 56(2), pages 285-298, August.
  44. Drew Fudenberg & Florian Mudekereza, 2026. "Complexity and Misspecification," Papers 2602.15674, arXiv.org, revised Jun 2026.
  45. Ratul, Lahkar, 2011. "The dynamic instability of dispersed price equilibria," Journal of Economic Theory, Elsevier, vol. 146(5), pages 1796-1827, September.
  46. Leslie, David S. & Perkins, Steven & Xu, Zibo, 2020. "Best-response dynamics in zero-sum stochastic games," Journal of Economic Theory, Elsevier, vol. 189(C).
  47. Viossat, Yannick & Zapechelnyuk, Andriy, 2013. "No-regret dynamics and fictitious play," Journal of Economic Theory, Elsevier, vol. 148(2), pages 825-842.
  48. Berger, Ulrich, 2007. "Two more classes of games with the continuous-time fictitious play property," Games and Economic Behavior, Elsevier, vol. 60(2), pages 247-261, August.
  49. Jérôme Bolte & Tam Le & Edouard Pauwels & Antonio Silveti Falls, 2021. "Nonsmooth implicit differentiation for machine learning and optimization," Post-Print hal-05495397, HAL.
  50. Michel Benaïm & Mathieu Faure, 2013. "Consistency of Vanishingly Smooth Fictitious Play," Mathematics of Operations Research, INFORMS, vol. 38(3), pages 437-450, August.
  51. Kuangyu Ding & Kim-Chuan Toh, 2025. "Stochastic Bregman Subgradient Methods for Nonsmooth Nonconvex Optimization Problems," Journal of Optimization Theory and Applications, Springer, vol. 206(3), pages 1-36, September.
  52. Michel Benaim & Olivier Raimond, 2007. "Simulated Annealing, Vertex-Reinforced Random Walks and Learning in Games," Levine's Bibliography 122247000000001702, UCLA Department of Economics.
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