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A Uniform Tauberian Theorem in Dynamic Programming

Ehud Lehrer, Sylvain Sorin

Source record

Source: Crossref

Published: May 1, 1992

DOI: 10.1287/moor.17.2.303

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Source abstract

We prove that, in dynamic programming framework, uniform convergence of v λ implies uniform convergence of v n and vice versa. Moreover, both have the same limit.

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A Uniform Tauberian Theorem in Dynamic Programming — Mathematical Frontier Network