Existence and uniqueness of solutions for two classes of functional equations arising in dynamic programming

被引：21

作者：

Liu, Ze-Cling ^{[3
]}

Kang, Shin Min ^{[1
,2
]}

机构：

[1] Gyeongsang Natl Univ, Dept Math, Chinju 660701, South Korea

[2] Gyeongsang Natl Univ, Res Inst Nat Sci, Chinju 660701, South Korea

[3] Liaoning Normal Univ, Dept Math, Dalian 116029, Peoples R China

来源：

ACTA MATHEMATICAE APPLICATAE SINICA-ENGLISH SERIES | 2007年 / 23卷 / 02期

关键词：

functional equation; dynamic programming; fixed point; successive approximation; nonexpansive mapping;

D O I：

10.1007/s10255-007-0363-6

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

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.

引用

页码：195 / 208

页数：14

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