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Asymptotic Properties in Dynamic Programming

Author

Listed:
  • Monderer, Dov
  • Sorin, Sylvain

Abstract

In the framework of dynamic programming we provide two results: (1) An example where uniform convergence of the "T"-stage value does not imply equality of the limit and the lower infinite value. (2) Generalized Tauberian theorems, that relate uniform convergence of the "T"-stage value to uniform convergence of values associated with a general distribution on stages.

Suggested Citation

  • Monderer, Dov & Sorin, Sylvain, 1993. "Asymptotic Properties in Dynamic Programming," International Journal of Game Theory, Springer;Game Theory Society, vol. 22(1), pages 1-11.
    • Handle: RePEc:spr:jogath:v:22:y:1993:i:1:p:1-11
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    Citations

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    Cited by:

    1. Laraki, Rida & Sorin, Sylvain, 2015. "Advances in Zero-Sum Dynamic Games," Handbook of Game Theory with Economic Applications,, Elsevier.
    2. Fabien Gensbittel & Marcin Peski & Jérôme Renault, 2021. "Value-Based Distance Between Information Structures," Working Papers hal-01869139, HAL.
    3. Xiaoxi Li & Xavier Venel, 2016. "Recursive games: Uniform value, Tauberian theorem and the Mertens conjecture " M axmin = lim v n = lim v λ "," PSE-Ecole d'économie de Paris (Postprint) hal-01302553, HAL.
    4. Fabien Gensbittel & Marcin Peski & Jérôme Renault, 2019. "The Large Space Of Information Structures," Working Papers hal-02075905, HAL.
    5. Sylvain Sorin, 2011. "Zero-Sum Repeated Games: Recent Advances and New Links with Differential Games," Dynamic Games and Applications, Springer, vol. 1(1), pages 172-207, March.
    6. Dmitry Khlopin, 2018. "Tauberian Theorem for Value Functions," Dynamic Games and Applications, Springer, vol. 8(2), pages 401-422, June.
    7. Xiaoxi Li & Xavier Venel, 2016. "Recursive games: Uniform value, Tauberian theorem and the Mertens conjecture " M axmin = lim v n = lim v λ "," Post-Print hal-01302553, HAL.
    8. Xiaoxi Li & Xavier Venel, 2016. "Recursive games: Uniform value, Tauberian theorem and the Mertens conjecture " M axmin = lim v n = lim v λ "," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-01302553, HAL.
    9. Abraham Neyman & Sylvain Sorin, 2010. "Repeated games with public uncertain duration process," International Journal of Game Theory, Springer;Game Theory Society, vol. 39(1), pages 29-52, March.

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