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Existence for the dynamic programming equation of control diffusion processes in Hilbert space

✍ Scribed by T. Havârneanu


Publisher
Elsevier Science
Year
1985
Tongue
English
Weight
546 KB
Volume
9
Category
Article
ISSN
0362-546X

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Existence Theorems of Solutions for Cert
✍ Zeqing Liu 📂 Article 📅 2001 🏛 Elsevier Science 🌐 English ⚖ 147 KB

In this paper we study the existence, uniqueness, and iterative approximation of solutions for certain classes of functional equations arising in dynamic programming of multistage decision processes. The results presented here generalize, improve, and unify the corresponding results of other authors