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dc.contributor.authorOliu-Barton, Miquel
dc.contributor.authorVigeral, Guillaume
dc.date.accessioned2018-03-19T15:48:14Z
dc.date.available2018-03-19T15:48:14Z
dc.date.issued2012
dc.identifier.urihttps://basepub.dauphine.fr/handle/123456789/17576
dc.language.isoenen
dc.subjectTauberian theorem
dc.subjectOptimal control
dc.subjectAsymptotic value
dc.subjectGame theory
dc.subject.ddc515en
dc.titleA uniform Tauberian theorem in optimal control
dc.typeChapitre d'ouvrage
dc.description.abstractenIn an optimal control framework, we consider the value VT(x) of the problem starting from state x with finite horizon T, as well as the value Wλ(x) of the λ-discounted problem starting from x. We prove that uniform convergence (on the set of states) of the values VT(⋅) as T tends to infinity is equivalent to uniform convergence of the values Wλ(⋅) as λ tends to 0, and that the limits are identical. An example is also provided to show that the result does not hold for pointwise convergence. This work is an extension, using similar techniques, of a related result by Lehrer and Sorin in a discrete-time framework.
dc.identifier.citationpages199-215
dc.relation.ispartoftitleAdvances in Dynamic Games Theory, Applications, and Numerical Methods for Differential and Stochastic Games
dc.relation.ispartofeditorPierre Cardialiguet, Ross Cressman
dc.relation.ispartofpublnameAnnals of the International Society of Dynamic Games vol 12 : Advances in Dynamic Games
dc.relation.ispartofdate2012
dc.relation.ispartofurl10.1007/978-0-8176-8355-9
dc.subject.ddclabelAnalyseen
dc.relation.ispartofisbn978-0-8176-8354-2
dc.relation.forthcomingnonen
dc.identifier.doi10.1007/978-0-8176-8355-9_10
dc.description.ssrncandidatenon
dc.description.halcandidatenon
dc.description.readershiprecherche
dc.description.audienceInternational
dc.date.updated2018-03-19T15:49:13Z


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