Asymptotic Properties of Optimal Trajectories in Dynamic Programming
Optimization and Control
2010-12-24 v1
Abstract
We prove in a dynamic programming framework that uniform convergence of the finite horizon values implies that asymptotically the average accumulated payoff is constant on optimal trajectories. We analyze and discuss several possible extensions to two-person games.
Keywords
Cite
@article{arxiv.1012.5149,
title = {Asymptotic Properties of Optimal Trajectories in Dynamic Programming},
author = {Sylvain Sorin and Xavier Venel and Guillaume Vigeral},
journal= {arXiv preprint arXiv:1012.5149},
year = {2010}
}
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9 pages