Abstract
In the framework of dynamic programming we provide two results:
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An example where uniform convergence of theT-stage value does not imply equality of the limit and the lower infinite value.
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Generalized Tauberian theorems, that relate uniform convergence of theT-stage value to uniform convergence of values associated with a general distribution on stages.
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This research was supported by the fund for the promotion of research in the technion.
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Monderer, D., Sorin, S. Asymptotic properties in dynamic programming. Int J Game Theory 22, 1–11 (1993). https://doi.org/10.1007/BF01245566
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DOI: https://doi.org/10.1007/BF01245566