Asymptotic properties in dynamic programming

Asymptotic properties in dynamic programming

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Article ID: iaor19941895
Country: Germany
Volume: 22
Start Page Number: 1
End Page Number: 11
Publication Date: Apr 1993
Journal: International Journal of Game Theory
Authors: ,
Abstract:

In the framework of dynamic programming the paper provides two results: (i) An example where uniform convergence of the T-stage value does not imply equality of the limit and the lower infinite value. (ii) Generalized Tauberian theorems, that relate uniform convergence of the T-stage value to uniform convergence of values associated with a general distribution on stages.

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