A note on asymptotics of discounted value function and strong 0-discount optimality
Author:
Publisher
Springer Science and Business Media LLC
Subject
Management Science and Operations Research,General Mathematics,Software
Link
http://link.springer.com/content/pdf/10.1007/BF01194332.pdf
Reference10 articles.
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3. Doob JL (1953) Stochastic Processes. Wiley, New York
4. Himmelberg CJ, Parthasarathy T, VanVleck FS (1976) Optimal plans for dynamic programming models. Math Oper Res 1:390?394
5. Schäl M (1975) On dynamic programming: compactness of the space of policies. Stoch Proc Appl 3:345?354
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