Stochastic approximation, Momentum, and Nash play

Keywords

Nash equilibrium, Mathematical economics, Convergence (economics), Bounded function, Best response

References

• Approaching Equilibrium in ParallelSjur Didrik Flåm — 2001
• Learning Equilibrium Play: A Myopic ApproachSjur Didrik Flåm — 1999
• Evolutionary Games and Equilibrium SelectionClaudio Mezzetti, Larry Samuelson — 1997
• Parallel and distributed computationDimitri P. Bertsekas, John N. Tsitsiklis — 1989
• Ten Little Treasures of Game Theory and Ten Intuitive ContradictionsJacob K. Goeree, Charles A. Holt — 2001
• A Dynamical System Approach to Stochastic ApproximationsMichel Benaı̈m — 1996
• Some methods of speeding up the convergence of iteration methodsB. T. Polyak — 1964
• Repeated Play and Newton's MethodSjur Didrik Flåm — 2000
• Relay Feedback Auto-tuning of Process Controllers – A Tutorial ReviewC.C. Hang, Karl Johan Åström, Q.G. Wang — 2002
• On the Minimizing Property of a Second Order Dissipative System in Hilbert SpacesFelipe Álvarez — 2000
• Optimum Settings for Automatic ControllersJens Ziegler, Nancy B. Nichols — 1942
• Design of PI Controllers based on Non-Convex OptimizationKarl Johan Åström, H. Panagopoulos, Tore Hägglund — 1998
• Evolutionary Games and Population DynamicsJosef Hofbauer, Karl Sigmund — 1998
• Approaches to economic equilibriumSjur Didrik Flåm — 1996
• The Theory of Learning in GamesD. Fudenberg, D. Levine — 1998
• The Second-order in Time Continuous Newton MethodH. Attouch, P. Redont — 2001

Cited by

• Single-and Multiple-Objective Stochastic Programming Models with Applications to AerodynamicsAna-Maria Croicu — 2005
• Additions to the Stochastic Programming BibliographyM. V. D. Vlerk — 2007

Related papers

• On the Characterization of Solution Sets of Smooth and Nonsmooth Convex Stochastic Nash GamesUma V. Ravat, Uday V. Shanbhag — 2011
• Learning Equilibrium Play: A Myopic ApproachSjur Didrik Flåm — 1999
• Network games; adaptations to Nash-Cournot equilibriumSjur Didrik Flåm, Charles D. Horvath — 1996
• Nash equilibrium seeking for games with non-quadratic payoffsPaul Frihauf, Miroslav Krstić, Tamer Başar — 2010
• Two-Timescale Algorithms for Learning Nash Equilibria in General-Sum Stochastic GamesH. L. Prasad, L. A. Prashanth, Shalabh Bhatnagar — 2015
• Nash Equilibrium Strategy in Stochastic Non-cooperative GamesCheng Yuwen, Li Zhang, Shuai Liu — 2020
• Distributed Seeking of Time-Varying Nash Equilibrium for Non-Cooperative GamesMaojiao Ye, Guoqiang Hu — 2015
• Solving strong Stackelberg equilibrium in stochastic gamesVíctor Bucarey, Fernando Ordóñez, Eugenio Della Vecchia — 2018