A boundary value problem for a non-linear difference equation

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 differenc...

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Bibliografski detalji

Glavni autor:	Mario Lefebvre
Format:	Artigo
Jezik:	Inglês
Izdano:	Polish Academy of Sciences 2024-01-01
Serija:	Archives of Control Sciences
Teme:	higher-order difference equations optimal control dynamic programming first-passage time homing problem
Online pristup:	https://journals.pan.pl/Content/130019/art06_int.pdf
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