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Research Output 2011 2019

  • 12 Article
  • 3 Working paper
  • 2 Conference article in proceeding
2019

Convergent Noisy forward-backward-forward algorithms in non-monotone variational inequalities

Staudigl, M. & Mertikopoulos, P., 2019, 15th IFAC Symposium on Large Scale Complex Systems LSS 2019: Delft, The Netherlands, 26-28 May 2019. Giordano, G. (ed.). 3 ed. IFAC Secretariat, Vol. 52. p. 120-125 (IFAC-PapersOnLine; No. 3, Vol. 52).

Research output: Chapter in Book/Report/Conference proceedingConference article in proceedingAcademicpeer-review

Forward-backward-forward methods with variance reduction for stochastic variational inequalities

University of Vienna, Mertikopoulos, P., Staudigl, M. & University of Vienna, 2019, arXiv.org at Cornell University Library, 34 p.

Research output: Working paperProfessional

Hessian barrier algorithms for linearly constrained optimization problems

Bomze, I. M., Mertikopoulos, P., Schachinger, W. & Staudigl, M., 2019, In : Siam Journal on Optimization. 29, 3, p. 2100-2127 28 p.

Research output: Contribution to journalArticleAcademicpeer-review

2018

Hessian barrier algorithms for linearly constrained optimization problems

Bomze, I., Mertikopoulos, P., Schachinger, W. & Staudigl, M., 2018, arXiv.org at Cornell University Library, 27 p.

Research output: Working paperOther research output

Learning in Time-Varying Games

Duvocelle, B., Mertikopoulos, P., Staudigl, M. & Vermeulen, D., 2018, arXiv.org at Cornell University Library, 38 p.

Research output: Working paperOther research output

Open Access

ON THE CONVERGENCE OF GRADIENT-LIKE FLOWS WITH NOISY GRADIENT INPUT

Mertikopoulos, P. & Staudigl, M., 2018, In : Siam Journal on Optimization. 28, 1, p. 163-197 35 p.

Research output: Contribution to journalArticleAcademicpeer-review

Sample Path Large Deviations for Stochastic Evolutionary Game Dynamics

Sandholm, W. H. & Staudigl, M., Nov 2018, In : Mathematics of Operations Research. 43, 4, p. 1348-1377 30 p.

Research output: Contribution to journalArticleAcademicpeer-review

Stochastic mirror descent dynamics and their convergence in monotone variational inequalities

Mertikopoulos, P. & Staudigl, M., Dec 2018, In : Journal of Optimization Theory and Applications. 179, 3, p. 838-867 30 p.

Research output: Contribution to journalArticleAcademicpeer-review

Open Access
2017

Convergence to Nash equilibrium in continuous games with noisy first-order feedback

Mertikopoulos, P. & Staudigl, M., 2017, 2017 IEEE 56th Conference on Decision and Control (CDC). IEEE, 6 p.

Research output: Chapter in Book/Report/Conference proceedingConference article in proceedingAcademicpeer-review

On repeated games with imperfect public monitoring: From discrete to continuous time

Staudigl, M. & Steg, J-H., Jan 2017, In : Journal of Dynamics and Games. 4, 1, p. 1-23 23 p.

Research output: Contribution to journalArticleAcademicpeer-review

Open Access
2016
124 Downloads (Pure)

Large deviations and stochastic stability in the small noise double limit

Sandholm, W. H. & Staudigl, M., 1 Jan 2016, In : Theoretical Economics. 11, 1, p. 279-355 77 p.

Research output: Contribution to journalArticleAcademicpeer-review

Open Access
File
2014

A limit theorem for Markov decision processes

Staudigl, M., 2014, In : Journal of Dynamics and Games.

Research output: Contribution to journalArticleAcademicpeer-review

Constrained Interactions and Social Coordination

Staudigl, M. & Weidenholzer, S., 2014, In : Journal of Economic Theory.

Research output: Contribution to journalArticleAcademicpeer-review

Evolution of social networks

Staudigl, M. & Hellmann, T., 2014, In : European Journal of Operational Research.

Research output: Contribution to journalArticleAcademicpeer-review

2013
4 Citations (Scopus)

Co-evolutionary dynamics and Bayesian interaction games

Staudigl, M., 2013, In : International Journal of Game Theory.

Research output: Contribution to journalArticleAcademicpeer-review

2012
10 Citations (Scopus)

Stochastic stability in asymmetric binary choice coordination games

Staudigl, M., 2012, In : Games and Economic Behavior. 75, 1, p. 372-401

Research output: Contribution to journalArticleAcademicpeer-review

2011
6 Citations (Scopus)

Potential games in volatile environments

Staudigl, M., May 2011, In : Games and Economic Behavior. 72, 1, p. 271-287 17 p.

Research output: Contribution to journalArticleAcademicpeer-review