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Existence and Uniqueness of Solutions for two Classes of Functional Equations Arising in Dynamic Programming

Existence and Uniqueness of Solutions for two Classes of Functional Equations Arising in Dynamic... In this paper we establish the existence, uniqueness and iterative approximation of solutions for two classes of functional equations arising in dynamic programming of multistage decision processes. The results presented here extend, and unify the corresponding results due to Bellman, Bhakta and Choudhury, Bhakta and Mitra, Liu and others. http://www.deepdyve.com/assets/images/DeepDyve-Logo-lg.png Acta Mathematicae Applicatae Sinica Springer Journals

Existence and Uniqueness of Solutions for two Classes of Functional Equations Arising in Dynamic Programming

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Publisher
Springer Journals
Copyright
Copyright © 2007 by Springer-Verlag Berlin Heidelberg
Subject
Mathematics; Applications of Mathematics; Math Applications in Computer Science; Theoretical, Mathematical and Computational Physics
ISSN
0168-9673
eISSN
1618-3932
DOI
10.1007/s10255-007-0363-6
Publisher site
See Article on Publisher Site

Abstract

In this paper we establish the existence, uniqueness and iterative approximation of solutions for two classes of functional equations arising in dynamic programming of multistage decision processes. The results presented here extend, and unify the corresponding results due to Bellman, Bhakta and Choudhury, Bhakta and Mitra, Liu and others.

Journal

Acta Mathematicae Applicatae SinicaSpringer Journals

Published: Jan 1, 2007

References