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Asymptotic Properties of Optimal Trajectories in Dynamic Programming

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Date
2010
Link to item file
http://hal.archives-ouvertes.fr/hal-00549788/fr/
Dewey
Probabilités et mathématiques appliquées
Sujet
games; Dynamic programming; asymptotic value
Journal issue
Sankhya
Volume
72
Number
1
Publication date
2010
Article pages
237-245
Publisher
Indian Statistical Institute
URI
https://basepub.dauphine.fr/handle/123456789/5350
Collections
  • CEREMADE : Publications
Metadata
Show full item record
Author
Vigeral, Guillaume
Venel, Xavier
Sorin, Sylvain
Type
Article accepté pour publication ou publié
Abstract (EN)
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.

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