A class of non homogeneous self interacting random processes with applications to learning in games and vertex-reinforced random walks

Details A class of non homogeneous self interacting random processes with applications to learning in games and vertex-reinforced random walks A class of non homogeneous self interacting random processes with applications to learning in games and vertex-reinforced random walks

2008-06-04

arxiv.org/abs/0806.0806v1

Mathematics

Probability

Scientific paper

Using an approximation by a set-valued dynamical system, this paper studies a
class of non Markovian and non homogeneous stochastic processes on a finite
state space. It provides an unified approach to simulated annealing type
processes. It permits to study new models of vertex reinforced random walks and
new models of learning in games including Markovian fictitious play.

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