ASYMPTOTIC PROPERTIES IN DYNAMIC-PROGRAMMING

Authors
MONDERER D SORIN S
Citation
D. Monderer et S. Sorin, ASYMPTOTIC PROPERTIES IN DYNAMIC-PROGRAMMING, International journal of game theory, 22(1), 1993, pp. 1-11
Citations number
5
Categorie Soggetti
Social Sciences, Mathematical Methods","Mathematical, Methods, Social Sciences
Journal title
International journal of game theory → ACNP
ISSN journal
00207276
Volume
22
Issue
1
Year of publication
1993
Pages
1 - 11
Database
ISI
SICI code
0020-7276(1993)22:1<1:APID>2.0.ZU;2-0
Abstract
In the framework of dynamic programming we provide two results: An exa mple where uniform convergence of the T-stage value does not imply equ ality of the limit and the lower infinite value. Generalized Tauberian theorems, that relate uniform convergence of the T-stage value to uni form convergence of values associated with a general distribution on s tages.