Asymptotic properties of optimal trajectories in dynamic programming

DOI10.1007/S13171-010-0011-8MaRDI QIDQ2431020zbMATH OpenOpenAlexFDO

Authors Sylvain Sorin, Xavier Venel, Guillaume Vigeral

Publication date 8 April 2011

Published in Sankhyā. Series A (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1012.5149

Mathematics Subject Classification ID

Dynamic programming in optimal control and differential games (49L20) Dynamic programming (90C39) Stochastic games, stochastic differential games (91A15)

Abstract: 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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Cites work

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Cited in

(15)

• Magistral properties of optimal trajectories in the continuous optimization problem
• Asymptotic properties in dynamic programming
• Two characterizations of optimality in dynamic programming
• Constant payoff in zero-sum stochastic games
• scientific article; zbMATH DE number 3855854 (Why is no real title available?)
• scientific article; zbMATH DE number 4135674 (Why is no real title available?)
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• A Uniform Tauberian Theorem in Dynamic Programming
• Preface: Special issue in honor of the 60th birthday of Sylvain Sorin
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• Zero-sum repeated games: recent advances and new links with differential games
• A formula for the value of a stochastic game
• Constant payoff property in zero-sum stochastic games with a finite horizon
• Limit optimal trajectories in zero-sum stochastic games

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