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math.OC2015
Recursive games: Uniform value, Tauberian theorem and the Mertens conjecture ""
Xiaoxi Li, Xavier Venel
We study two-player zero-sum recursive games with a countable state space and finite action spaces at each state. When the family of -stage values is totally b…
math.OC2015
Pathwise uniform value in gambling houses and Partially Observable Markov Decision Processes
Xavier Venel, Bruno Ziliotto
In several standard models of dynamic programming (gambling houses, MDPs, POMDPs), we prove the existence of a very robust notion of value for the infinitely repeated problem, name…