Asymptotic properties in dynamic programming

DOI10.1007/BF01245566zbMath0801.90134OpenAlexW2077036992MaRDI QIDQ1260978

Dov Monderer, Sylvain Sorin

Publication date: 29 August 1993

Published in: International Journal of Game Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01245566

Mathematics Subject Classification ID

Dynamic programming (90C39) Multistage and repeated games (91A20)

Related Items (9)

Recursive games: uniform value, Tauberian theorem and the Mertens conjecture ``\(\mathrm{Maxmin}=\lim v_n=\lim v_\lambda\) ⋮ Tauberian theorem for value functions ⋮ Value‐based distance between information structures ⋮ Asymptotic properties of optimal trajectories in dynamic programming ⋮ Preface: Special issue in honor of the 60th birthday of Sylvain Sorin ⋮ General limit value in dynamic programming ⋮ Repeated games with public uncertain duration process ⋮ Zero-sum repeated games: recent advances and new links with differential games ⋮ Asymptotics of values in dynamic games on large intervals

Cites Work

• What do discounted optima converge to!: A theory of discount rate asymptotics in economic models
• Discounting versus averaging in dynamic programming
• A Uniform Tauberian Theorem in Dynamic Programming
• Stochastic games

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