| 一类Bellman方程离散问题的解 |
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| 引用本文： | 周叔子,詹武平. 一类Bellman方程离散问题的解[J]. 系统科学与数学, 2002, 22(4): 385-391 |
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| 作者姓名： | 周叔子 詹武平 |
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| 作者单位： | 湖南大学应用数学系,长沙,410082 |
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| 基金项目： | 国家自然科学基金（19771034）资助课题. |
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| 摘 要： | 本文研究了一类Bellman方程离散形式的解,得到了解的存在唯一性的某些条件,提出了一些算法,证明了该算法产生的序列单调收敛于问题的解.
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| 关 键 词： | Bellman方程 拟变分不等式 单调收敛性 |
| 修稿时间： | 1999-01-25 |
SOLUTION FOR DISCRETE FORM OF A KIND OF BELLMAN EQUATION |
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| Shu Zi PING,Wu Ping ZHAN. SOLUTION FOR DISCRETE FORM OF A KIND OF BELLMAN EQUATION[J]. Journal of Systems Science and Mathematical Sciences, 2002, 22(4): 385-391 |
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| Authors: | Shu Zi PING Wu Ping ZHAN |
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| Affiliation: | Department of Applied Mathematics, Hunan University, Changsha 410082,P.R.China |
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| Abstract: | In this paper, we investigate the discrete form of some kind of Bellman equation. The existence and uniqueness of the solution are proved. Some computation methods are presented. The sequences produced by these algorithms monotonically converge to the solution. |
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| Keywords: | Bellman equation quasivariational inequalities monotone convergence. |
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