Fast Convergence in Population Games
Author(s): Itai Arieli, H. Peyton Young
Date: September 2011
Keywords: Population game, Better-reply dynamic, Stochastic approximation, Convergence time
Working Papers | H Peyton Young
Email address: peyton.young@nuffield.ox.ac.uk | Web Page
Fast Convergence in Evolutionary Equilibrium Selection
Author(s):
H. Peyton Young
Gabriel E. Kreindler
Date: September 2011
Keywords: Stochastic stability, Logit learning, Markov chain, Convergence time
A Markov Test for Alpha
Author(s):
H. Peyton Young
Dean P. Foster and Robert Stine
Date: September 2011
Keywords: Alpha, Markov inequality, Hypothesis test
A Strategy-Proof Test of Portfolio Returns
Author(s):
H. Peyton Young
Dean P. Foster
Date: September 2011
Keywords: Excess returns, Martingale maximal inequality, Hypothesis test
Achieving Pareto Optimality Through Distributed Learning
Author(s):
H. Peyton Young
Jason R. Marden and Lucy Y. Pao
Date: July 2011
Keywords: Learning, Optimisation, Distributed control
Learning Efficient Nash Equilibria in Distributed Systems
Author(s):
H. Peyton Young
Bary S. R. Pradelski
Date: February 2010