- Tytuł:
- A boundary value problem for a non-linear difference equation
- Autorzy:
- Lefebvre, Mario
- Powiązania:
- https://bibliotekanauki.pl/articles/27324014.pdf
- Data publikacji:
- 2023
- Wydawca:
- Polska Akademia Nauk. Czasopisma i Monografie PAN
- Tematy:
-
higher-order difference equations
optimal control
dynamic programming
first-passage time
homing problem - Opis:
- A boundary value problem for a non-linear difference equation of order three is considered. We show that this equation can be interpreted as the equation satisfied by the value function in a stochastic optimal control problem. We thus obtain an expression for the solution of the non-linear difference equation that can be used to find an explicit solution to this equation. An example is presented.
- Źródło:
-
Archives of Control Sciences; 2023, 33, 4; 829--837
1230-2384 - Pojawia się w:
- Archives of Control Sciences
- Dostawca treści:
- Biblioteka Nauki
Artykuł