文章基本信息

标题：Asymptotic properties of optimal trajectories in dynamic programming
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作者：Sylvain Sorin UPMC-Paris, Paris ; France Xavier Venel Universit¡äe de Toulouse, Toulouse ; France Guillaume Vigeral Ecole Polytechnique, Palaiseau, France 等
期刊名称：Sankhya. Series A, mathematical statistics and probability
印刷版ISSN：0976-836X
电子版ISSN：0976-8378
出版年度：2010
卷号：72
期号：01
页码：237--245
出版社：Indian Statistical Institute
摘要：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.
关键词：Dynamic programming, asymptotic value.