Discounting versus averaging in dynamic programming

DOI10.1006/GAME.1994.1005MaRDI QIDQ1317338zbMATH OpenOpenAlexFDO

Authors Ehud Lehrer, Dov Monderer

Publication date 24 March 1994

Published in Games and Economic Behavior (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1006/game.1994.1005

zbMATH Keywords

limit of the discounted valueslong-run average values

Mathematics Subject Classification ID

Dynamic programming (90C39)

Cited in

(10)

• Recursive games: uniform value, Tauberian theorem and the Mertens conjecture ``\(\mathrm{Maxmin}=\lim v_n=\lim v_\lambda\)
• Bounded variation of \(\{V_ n\}\) and its limit
• Low discounting and the upper long-run average value in dynamic programming
• LP based upper and lower bounds for Cesàro and Abel limits of the optimal values in problems of control of stochastic discrete time systems
• Asymptotic properties in dynamic programming
• Discounted Dynamic Programming
• Value‐based distance between information structures
• A survey of average cost problems in deterministic discrete-time control systems
• General limit value in dynamic programming
• Zero-sum repeated games: recent advances and new links with differential games

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