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.
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页码：829 / 837
页数：9
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