October 26 from 12:00 to 13:00, Department of Economics and Finance LUISS room 207 viale Romania 32 00197 Roma.
Speaker: Sylvain Sorin (IMJ, Université Pierre at Marie Curie)
Title: Optimization, learning and games. ``Replicator dynamics: old and new’’
Abstract:
We will describe the unilateral version associated to the replicator dynamics and its connection to on-line learning procedures and classical gradient algorithms in discrete and continuous time.
We will survey recent results on extensions of this dynamics: regularization functions and variable weights, time average and link to best reply dynamics in games, equilibria and variational inequalities, potential and dissipative games, Hessian Riemannian metrics.
******************************************************* Marco Scarsini Dipartimento di Economia e Finanza LUISS Viale Romania 32 00197 Roma, ITALY
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Marco Scarsini