We consider dynamic programming problems with a large time horizon, and give suf- ficient conditions for the existence of the uniform value. As a consequence, we obtain an existence result when the state space is precompact, payoffs are uniformly contin- uous and the transition correspondence is non expansive. In the same spirit, we give an existence result for the limit value. We also apply our results to Markov decision processes and obtain a few generalizations of existing results
We consider stochastic dynamic programming problems with high-dimensional, discrete state-spaces and...
We consider a discounted Markov Decision Process (MDP) supplemented with the requirement that anothe...
This note derives the dynamic programming equation (DPE) to a differentiable Markov Perfect equilibr...
We consider dynamic programming problems with a large time horizon, and give suf- ficient conditions...
In several standard models of dynamic programming (gambling houses, Markov decision processes (MDPs)...
International audienceIn several standard models of dynamic programming (gambling houses, MDPs, POMD...
In several standard models of dynamic programming (gambling houses, MDPs, POMDPs), we prove the exis...
Abstract. We study the existence of optimal strategies and value func-tion of non stationary Markov ...
We consider dynamic programming problems with finite, discrete-time horizons and prohibitively high-...
This paper derives the dynamic programming equation (DPE) to a differentiable Markov Perfect equilib...
This note derives the dynamic programming equation (DPE) to a differentiable Markov Perfect equilibr...
We consider stochastic dynamic programming problems with high-dimensional, discrete state-spaces and...
We consider a discounted Markov Decision Process (MDP) supplemented with the requirement that anothe...
This note derives the dynamic programming equation (DPE) to a differentiable Markov Perfect equilibr...
We consider dynamic programming problems with a large time horizon, and give suf- ficient conditions...
In several standard models of dynamic programming (gambling houses, Markov decision processes (MDPs)...
International audienceIn several standard models of dynamic programming (gambling houses, MDPs, POMD...
In several standard models of dynamic programming (gambling houses, MDPs, POMDPs), we prove the exis...
Abstract. We study the existence of optimal strategies and value func-tion of non stationary Markov ...
We consider dynamic programming problems with finite, discrete-time horizons and prohibitively high-...
This paper derives the dynamic programming equation (DPE) to a differentiable Markov Perfect equilib...
This note derives the dynamic programming equation (DPE) to a differentiable Markov Perfect equilibr...
We consider stochastic dynamic programming problems with high-dimensional, discrete state-spaces and...
We consider a discounted Markov Decision Process (MDP) supplemented with the requirement that anothe...
This note derives the dynamic programming equation (DPE) to a differentiable Markov Perfect equilibr...