Bounded variation of \V_ n\ and its limit

DOI10.1007/BF01245568MaRDI QIDQ1260982zbMATH OpenFDO

Authors Ehud Lehrer

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/BF01245568

zbMATH Keywords

average valuebounded variationlimit value

Mathematics Subject Classification ID

Dynamic programming in optimal control and differential games (49L20) Dynamic programming (90C39)

Review text

This note studies relations between the limit value and the lower long- run average value in dynamic programming. Conditions of bounded variation result in the equality of the two values.

Recommendations

• General limit value in dynamic programming
• Low discounting and the upper long-run average value in dynamic programming
• Asymptotic properties in dynamic programming
• A Uniform Tauberian Theorem in Dynamic Programming
• Uniform value in dynamic programming

Cites work

• A Uniform Tauberian Theorem in Dynamic Programming
• Averaging vs. discounting in dynamic programming: a counterexample
• Discounted Dynamic Programming
• Discounting versus averaging in dynamic programming
• Discrete Dynamic Programming
• Low discounting and the upper long-run average value in dynamic programming
• Stochastic games
• The optimal reward operator in dynamic programming

Cited in

(1)

• Bounded variation implies regulated: a constructive proof

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