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pro vyhledávání: '"Faure, Mathieu"'
We introduce a stochastic learning process called the dampened gradient approximation process. While learning models have almost exclusively focused on finite games, in this paper we design a learning process for games with continuous action sets. It
Externí odkaz:
http://arxiv.org/abs/1806.11506
Autor:
Bervoets, Sebastian, Faure, Mathieu
Publikováno v:
In Journal of Mathematical Economics October 2020 90:25-30
Autor:
Faure, Mathieu, Schreiber, Sebastian
Generalized Polya urn models have been used to model the establishment dynamics of a small founding population consisting of k different genotypes or strategies. As population sizes get large, these population processes are well-approximated by a mea
Externí odkaz:
http://arxiv.org/abs/1409.6122
Autor:
Faure, Mathieu
L'objectif de cette thèse est l'obtention de principes de grandes déviations autonormalisés, essentiellement pour des modèles markoviens. L'autonormalisation permet d'affaiblir les hypothèses requises pour assurer l'existence d'un Principe de gr
Externí odkaz:
http://tel.archives-ouvertes.fr/tel-00572835
http://tel.archives-ouvertes.fr/docs/00/57/28/35/PDF/thfinal2.pdf
http://tel.archives-ouvertes.fr/docs/00/57/28/35/PDF/thfinal2.pdf
Autor:
Bravo, Mario, Faure, Mathieu
Consider a 2-player normal-form game repeated over time. We introduce an adaptive learning procedure, where the players only observe their own realized payoff at each stage. We assume that agents do not know their own payoff function, and have no inf
Externí odkaz:
http://arxiv.org/abs/1306.2918
Autor:
Bervoets, Sebastian, Faure, Mathieu
Publikováno v:
In Journal of Economic Theory January 2019 179:131-162
Autor:
Benaïm, Michel, Faure, Mathieu
We discuss consistency of Vanishing Smooth Fictitious Play, a strategy in the context of game theory, which can be regarded as a smooth fictitious play procedure, where the smoothing parameter is time-dependent and asymptotically vanishes. This answe
Externí odkaz:
http://arxiv.org/abs/1105.1690
Publikováno v:
Annals of Applied Probability 2014, Vol. 24, No. 2, 553-598
We analyze quasi-stationary distributions $\{\mu^{\varepsilon}\}_{\varepsilon>0}$ of a family of Markov chains $\{X^{\varepsilon}\}_{\varepsilon>0}$ that are random perturbations of a bounded, continuous map $F:M\to M$, where $M$ is a closed subset o
Externí odkaz:
http://arxiv.org/abs/1101.3420
Autor:
Faure, Mathieu, Roth, Gregory
A successful method to describe the asymptotic behavior of various deterministic and stochastic processes such as asymptotically autonomous differential equations or stochastic approximation processes is to relate it to an appropriately chosen limit
Externí odkaz:
http://arxiv.org/abs/1101.2154
Autor:
Benaïm, Michel, Faure, Mathieu
This paper considers a stochastic approximation algorithm, with decreasing step size and martingale difference noise. Under very mild assumptions, we prove the non convergence of this process toward a certain class of repulsive sets for the associate
Externí odkaz:
http://arxiv.org/abs/1001.4871