Advances in Dynamic Games by Pierre Cardaliaguet & Ross Cressman

Author:Pierre Cardaliaguet & Ross Cressman
Language: eng
Format: epub
Publisher: Birkhäuser Boston, Boston, MA

Moreover, if the central inequality is an equality, then all inequalities are equalities.

Noticing that {a n } can be viewed as a sequence of costs for some deterministic (uncontrolled) dynamic in discrete-time, this results gives the equivalence between the convergence of V t and the convergence of W λ, to the same limit. In 1971, setting and W λ = λ ∫0 + ∞ e− λs g(s) ds, for a given Lebesgue-measurable, bounded, real function g, Feller proved that the same result holds for continuous-time uncontrolled dynamics (particular case of Theorem 2, p. 445 in [15]).

Theorem 10.2 ([15]).

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