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Asymptotic properties in dynamic programming
Authors:Dov Monderer  Sylvain Sorin
Institution:1. Department of Economics, Queen's University, K7L 3N6, Kingston, Canada
2. Canada and Faculty of Industrial Engineering and Management, The Technion, Haifa, Israel
3. DMJ (URA CNRS 762), Ecole Normale Supérieure, 45 rue d'Ulm, 75230, Paris, France
Abstract:In the framework of dynamic programming we provide two results:
–  An example where uniform convergence of theT-stage value does not imply equality of the limit and the lower infinite value.
–  Generalized Tauberian theorems, that relate uniform convergence of theT-stage value to uniform convergence of values associated with a general distribution on stages.
This research was supported by the fund for the promotion of research in the technion.
Keywords:
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