| Autor: |
Mario Lefebvre |
| Jazyk: |
angličtina |
| Rok vydání: |
2024 |
| Předmět: |
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| Zdroj: |
Archives of Control Sciences, Vol vol. 33, Iss No 4, Pp 829-837 (2024) |
| Druh dokumentu: |
article |
| ISSN: |
1230-2384 |
| DOI: |
10.24425/acs.2023.148883 |
| Popis: |
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. |
| Databáze: |
Directory of Open Access Journals |
| Externí odkaz: |
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