Solvability and convergence of iterative algorithms for certain functional equations arising in dynamic programming

DOI10.1080/02331930902884182MaRDI QIDQ2786331zbMATHOpenAlexFDO

Authors Zeqing Liu, Shin Min Kang, Jeong Sheok Ume

Publication date 21 September 2010

Published in Optimization (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/02331930902884182

zbMATH Keywords

iterative algorithmdynamic programmingnonexpansive mappingfunctional equationsolutionnonnegative solutionBanach fixed-point theoremnonpositive solution

Mathematics Subject Classification ID

Dynamic programming (90C39) Fixed-point theorems (47H10) Dynamic programming in optimal control and differential games (49L20)

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Cites work

• A technique for the reduction of dimensionality in dynamic programming
• Coupled fixed points for mixed monotone condensing operators and an existence theorem of the solutions for a class of functional equations arising in dynamic programming
• Dynamic programming and maximum principle for discrete Goursat systems
• Existence and uniqueness of solutions for two classes of functional equations arising in dynamic programming
• Existence theorems of solutions for certain classes of functional equations arising in dynamic programming
• Functional equations in dynamic programming
• On properties of solutions for a class of functional equations arising in dynamic programming
• On solvability of functional equations and system of functional equations arising in dynamic programming
• Properties of solutions for certain functional equations arising in dynamic programming
• SOME EXISTENCE THEOREMS FOR FUNCTIONAL EQUATIONS ARISING IN DYNAMIC PROGRAMMING
• Solutions to two functional equations arising in dynamic programming
• Some existence theorems for functional equations arising in dynamic programming
• Some existence theorems for functional equations arising in dynamic programming. II

Cited in

(8)

• Solution of functional difference equations from behavioral theory
• Solvability and iterative approximations for a functional equation
• On an iterative algorithm converging to the solution of \(XCX=D\)
• Solving a class of functional equations using fixed point theorems
• Fixed point theorems for mappings satisfying contractive conditions of integral type and applications
• Existence and iterative approximations of solutions for certain functional equation and inequality
• Properties of solutions for a functional equation arising in dynamic programming
• Solvability and algorithms for functional equations originating from dynamic programming

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