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Unité Mixte de Recherche du C.N.R.S. N°7534
Abstract : We consider dynamic programming problems and give sufficient conditions for the existence of the uniform value, which implies the existence of $varepsilon$-Blackwell optimal plays. As a consequence, we obtain the existence of the uniform value when the state space is compact metric, payoffs are continuous and the transition correspondence is non expansive. We also apply our results to Markov Decision Processes and obtain a few generalizations.
Uniform value in Dynamic Programming
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