Cominetti, Roberto; Melo, Emerson; Sorin, Sylvain - In: Games and Economic Behavior 70 (2010) 1, pp. 71-83
A stochastic process that describes a payoff-based learning procedure and the associated adaptive behavior of players in a repeated game is considered. The process is shown to converge almost surely towards a stationary state which is characterized as an equilibrium for a related game. The...