Uniform value in dynamic programming

DOI10.4171/JEMS/254zbMath1229.90253arXiv0803.2758MaRDI QIDQ621850

Jérôme Renault

Publication date: 28 January 2011

Published in: Journal of the European Mathematical Society (JEMS) (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0803.2758

zbMATH Keywords

uniform value, dynamic programming, Markov decision processes, limit value, Blackwell optimality, average payoffs, long-run values, precompact state space, non expansive correspondence

Mathematics Subject Classification ID

Dynamic programming (90C39) Markov and semi-Markov decision processes (90C40)

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