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General limit value in dynamic programming
1. | TSE (GREMAQ, Université Toulouse 1 Capitole and GDR 2932 Théorie des Jeux), 21 allée de Brienne, 31000 Toulouse, France |
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D. Blackwell, Discrete dynamic programming, The Annals of Mathematical Statistics, 33 (1962), 719-726.
doi: 10.1214/aoms/1177704593. |
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E. Lehrer and D. Monderer, Discounting versus averaging in dynamic programming, Games and Economic Behavior, 6 (1994), 97-113.
doi: 10.1006/game.1994.1005. |
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doi: 10.1287/moor.17.2.303. |
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S. Lippman, Criterion equivalence in discrete dynamic programming, Operations Research, 17 (1969), 920-923.
doi: 10.1287/opre.17.5.920. |
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A. P. Maitra and W. D. Sudderth, Discrete Gambling and Stochastic Games, Springer-Verlag, New-York, 1996.
doi: 10.1007/978-1-4612-4002-0. |
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J.-F. Mertens and A. Neyman, Stochastic games, International Journal of Game Theory, 10 (1981), 53-66.
doi: 10.1007/BF01769259. |
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D. Monderer and S. Sorin, Asymptotic properties in dynamic programming, International Journal of Game Theory, 22 (1993), 1-11.
doi: 10.1007/BF01245566. |
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J. Renault, Uniform value in dynamic programming, Journal of the European Mathematical Society, 13 (2011), 309-330.
doi: 10.4171/JEMS/254. |
[9] |
J. Renault and X. Venel, A distance for probability spaces, and long-term values in Markov Decision Processes and Repeated Games, preprint, hal-00674998, 2012. |
show all references
References:
[1] |
D. Blackwell, Discrete dynamic programming, The Annals of Mathematical Statistics, 33 (1962), 719-726.
doi: 10.1214/aoms/1177704593. |
[2] |
E. Lehrer and D. Monderer, Discounting versus averaging in dynamic programming, Games and Economic Behavior, 6 (1994), 97-113.
doi: 10.1006/game.1994.1005. |
[3] |
E. Lehrer and D. Monderer, A uniform tauberian theorem in dynamic programming, Mathematics of Operations Research, 17 (1992), 303-307.
doi: 10.1287/moor.17.2.303. |
[4] |
S. Lippman, Criterion equivalence in discrete dynamic programming, Operations Research, 17 (1969), 920-923.
doi: 10.1287/opre.17.5.920. |
[5] |
A. P. Maitra and W. D. Sudderth, Discrete Gambling and Stochastic Games, Springer-Verlag, New-York, 1996.
doi: 10.1007/978-1-4612-4002-0. |
[6] |
J.-F. Mertens and A. Neyman, Stochastic games, International Journal of Game Theory, 10 (1981), 53-66.
doi: 10.1007/BF01769259. |
[7] |
D. Monderer and S. Sorin, Asymptotic properties in dynamic programming, International Journal of Game Theory, 22 (1993), 1-11.
doi: 10.1007/BF01245566. |
[8] |
J. Renault, Uniform value in dynamic programming, Journal of the European Mathematical Society, 13 (2011), 309-330.
doi: 10.4171/JEMS/254. |
[9] |
J. Renault and X. Venel, A distance for probability spaces, and long-term values in Markov Decision Processes and Repeated Games, preprint, hal-00674998, 2012. |
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