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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| Format: | Article |
| Language: | English |
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Polish Academy of Sciences
2024-01-01
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| Series: | Archives of Control Sciences |
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| Online Access: | https://journals.pan.pl/Content/130019/art06_int.pdf |