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Asymptotic Properties in Dynamic Programming.

In the framework of dynamic programming we provide two results: (1) An example where uniform convergence of the "T"-stage value does not imply equality of the limit and the lower infinite value. (2) Generalized Tauberian theorems, that relate uniform convergence of the "T"-stage value to uniform convergence of values associated with a general distribution on stages.
Year of publication:
1993
Authors: Monderer, Dov ; Sorin, Sylvain
Published in:
International Journal of Game Theory. - Springer. - Vol. 22.1993, 1, p. 1-11
Publisher: Springer
Type of publication: Article
Source:
Persistent link: https://www.econbiz.de/10005755740
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