We prove in a dynamic programming framework that uniform convergence of the finite horizon values implies that asymptotically the average accumulated payoff is constant on optimal trajectories. We analyze and discuss several possible extensions to two-person games.

Asymptotic properties of optimal trajectories in dynamic programming / Sorin, S; Venel, X; Vigeral, G. - In: SANKHYA. SERIES A. - ISSN 0976-836X. - 72:1(2010), pp. 237-245.

Asymptotic properties of optimal trajectories in dynamic programming

Venel X;
2010

Abstract

We prove in a dynamic programming framework that uniform convergence of the finite horizon values implies that asymptotically the average accumulated payoff is constant on optimal trajectories. We analyze and discuss several possible extensions to two-person games.
Asymptotic properties of optimal trajectories in dynamic programming / Sorin, S; Venel, X; Vigeral, G. - In: SANKHYA. SERIES A. - ISSN 0976-836X. - 72:1(2010), pp. 237-245.
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Utilizza questo identificativo per citare o creare un link a questo documento: http://hdl.handle.net/11385/197463
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