General limit value in dynamic programming

DOI10.3934/jdg.2014.1.471zbMath1305.90404arXiv1301.0451OpenAlexW2963511658MaRDI QIDQ482548

Jérôme Renault

Publication date: 5 January 2015

Published in: Journal of Dynamics and Games (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1301.0451

zbMATH Keywords

dynamic programmingaverage payoffsdiscounted payoffsgeneral evaluationslimit valueuniform convergence of the valuesvanishing impatience

Mathematics Subject Classification ID

Dynamic programming in optimal control and differential games (49L20) Dynamic programming (90C39) Markov and semi-Markov decision processes (90C40)

Related Items (8)

Tauberian theorem for value functions ⋮ Tauberian theorems for general iterations of operators: applications to zero-sum stochastic games ⋮ The Folk Theorem for Repeated Games with Time-Dependent Discounting ⋮ Limit value for optimal control with general means ⋮ On representation formulas for long run averaging optimal control problem ⋮ Abel-type results for controlled piecewise deterministic Markov processes ⋮ On Tauberian theorem for stationary Nash equilibria ⋮ Asymptotics of values in dynamic games on large intervals

Cites Work

• Unnamed Item
• Uniform value in dynamic programming
• Asymptotic properties in dynamic programming
• Discounting versus averaging in dynamic programming
• A Uniform Tauberian Theorem in Dynamic Programming
• Discrete Dynamic Programming
• Letter to the Editor—Criterion Equivalence in Discrete Dynamic Programming
• Stochastic games

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