Asymptotic Properties of Optimal Trajectories in Dynamic Programming
Vigeral, Guillaume; Venel, Xavier; Sorin, Sylvain (2010), Asymptotic Properties of Optimal Trajectories in Dynamic Programming, Sankhya, 72, 1, p. 237-245
Type
Article accepté pour publication ou publiéExternal document link
http://hal.archives-ouvertes.fr/hal-00549788/fr/Date
2010Journal name
SankhyaVolume
72Number
1Publisher
Indian Statistical Institute
Pages
237-245
Metadata
Show full item recordAbstract (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.Subjects / Keywords
games; Dynamic programming; asymptotic valueRelated items
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