A boundary value problem for a non-linear difference equation

被引：0

作者：

Lefebvre, Mario ^{[1
]}

机构：

[1] Polytech Montreal, Dept Math & Ind Engn, Succursale Ctr Ville,CP 6079, Montreal, PQ H3C 3A7, Canada

来源：

ARCHIVES OF CONTROL SCIENCES | 2023年 / 33卷 / 04期

基金：

加拿大自然科学与工程研究理事会;

关键词：

higher-order difference equations; optimal control; dynamic programming; first-passage time; homing problem;

D O I：

10.24425/acs.2023.148883

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

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.

引用

页码：829 / 837

页数：9

共 50 条

[1] A BOUNDARY-VALUE PROBLEM FOR NON-LINEAR TELEGRAPH EQUATION
DONG, GC
LI, S
[J]. NONLINEAR ANALYSIS-THEORY METHODS & APPLICATIONS, 1981, 5 (07) : 705 - 711
[2] A NON-LINEAR BOUNDARY VALUE PROBLEM
GUSEINOV, AI
ABDURAGI.MA
[J]. DOKLADY AKADEMII NAUK SSSR, 1967, 173 (01): : 22 - &
[3] A BOUNDARY VALUE PROBLEM ON AN AXIS FOR A NON-LINEAR EQUATION OF ORDER N
LIUBARSKII, GJ
[J]. DOKLADY AKADEMII NAUK SSSR, 1963, 149 (03): : 521 - &
[4] A boundary-value problem for a non-linear equation with a fractional derivative
Kaikina, E. I.
Naumkin, P. I.
Shishmarev, I. A.
[J]. IZVESTIYA MATHEMATICS, 2009, 73 (06) : 1173 - 1196
[5] On the non-linear integral equation approach for an inverse boundary value problem for the heat equation
Roman Chapko
Leonidas Mindrinos
[J]. Journal of Engineering Mathematics, 2019, 119 : 255 - 268
[6] On the non-linear integral equation approach for an inverse boundary value problem for the heat equation
Chapko, Roman
Mindrinos, Leonidas
[J]. JOURNAL OF ENGINEERING MATHEMATICS, 2019, 119 (01) : 255 - 268
[7] ON A NON-LINEAR BOUNDARY-VALUE PROBLEM FOR A LINEAR HYPERBOLIC PARTIAL DIFFERENTIAL EQUATION
PERZYNA, P
[J]. BULLETIN DE L ACADEMIE POLONAISE DES SCIENCES-SERIE DES SCIENCES TECHNIQUES, 1964, 12 (12): : 861 - &
[8] A NON-LINEAR VLASOV BOUNDARY VALUE PROBLEM
ZAWADZKI, EM
LEWAK, GJ
[J]. BULLETIN OF THE AMERICAN PHYSICAL SOCIETY, 1969, 14 (11): : 1036 - &
[9] ASYMPTOTICS OF A SPECTRAL BOUNDARY-VALUE PROBLEM FOR A NON-LINEAR EQUATION OF SEMICONDUCTOR
DOBROKHOTOV, SI
MASLOV, VP
[J]. DOKLADY AKADEMII NAUK SSSR, 1978, 243 (04): : 897 - 900
[10] Inverse initial boundary value problem for a non-linear hyperbolic partial differential equation
Nakamura, Gen
Vashisth, Manmohan
Watanabe, Michiyuki
[J]. INVERSE PROBLEMS, 2021, 37 (01)

← 1 2 3 4 5 →