Asymptotic properties of optimal trajectories in dynamic programming
نویسندگان
چکیده
منابع مشابه
Asymptotic Properties of Optimal Trajectories in Dynamic Programming
We show 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. 1. Presentation Consider a dynamic programming problem as described in Lehrer and Sorin [1]. Given a set of states S, a corresponden...
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ژورنال
عنوان ژورنال: Sankhya A
سال: 2010
ISSN: 0976-836X,0976-8378
DOI: 10.1007/s13171-010-0011-8