Asymptotic Properties of Optimal Trajectories in Dynamic Programming

Details Asymptotic Properties of Optimal Trajectories in Dynamic Programming Asymptotic Properties of Optimal Trajectories in Dynamic Programming

2010-12-23

arxiv.org/abs/1012.5149v1

Sankhya: The Indian Journal of Statistics 72-A (2010) 237-245

Mathematics

Optimization and Control

9 pages

Scientific paper

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.

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