首页    期刊浏览 2024年09月19日 星期四
登录注册

文章基本信息

  • 标题:Asymptotic properties of optimal trajectories in dynamic programming
  • 作者:Sylvain Sorin ; Xavier Venel ; Guillaume Vigeral
  • 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:1
  • 页码:237-245
  • DOI:10.1007/s13171-010-0011-8
  • 语种:English
  • 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
Loading...
联系我们|关于我们|网站声明
国家哲学社会科学文献中心版权所有