A Class of Self-Interacting Processes with Applications to Games and Reinforced Random Walks

Abstract. This paper studies a class of non-Markovian and nonhomogeneous stochastic processes on a finite state space. Relying on a recent paper by Bena

• Type: Journal
• Year: 2010
• Where: SIAMCO
• Authors: Michel Benaïm, Olivier Raimond
• Keywords: Finite State Space, Nonhomogeneous Stochastic Processes, SIAMCO 2010, Simulated Annealing