INVERSE FUNCTIONAL EQUATIONS FOR BELLMAN'S ALLOCATION PROCESS - Collections

＜journal article＞
INVERSE FUNCTIONAL EQUATIONS FOR BELLMAN'S ALLOCATION PROCESS

Creator	Author PID K000680 Creator Name Iwamoto, Seiichi 岩本, 誠一 Affiliation Affiliation Name Department of Economic Engineering, Faculty of Economics, Kyushu University 九州大学経済学部経済工学科
Language	English
Publisher	Research Association of Statistical Sciences
Publisher	統計科学研究会
Date	1983-03
Source Title	Bulletin of informatics and cybernetics
Vol	20
Issue	3/4
First Page	57
Last Page	68
Publication Type	Version of Record
Access Rights	open access
Crossref DOI	https://doi.org/10.5109/13345
Related DOI	Bulletin of informatics and cybernetics \|\| 20(3/4) \|\| p57-68
Related DOI	http://bic.math.kyushu-u.ac.jp/
Related URI	Bulletin of informatics and cybernetics \|\| 20(3/4) \|\| p57-68
Related URI	http://bic.math.kyushu-u.ac.jp/
Relation	Bulletin of informatics and cybernetics \|\| 20(3/4) \|\| p57-68
Relation	http://bic.math.kyushu-u.ac.jp/
Abstract	This paper studies an inversion of functional equation for Bellman's infinite-stage allocation process. Obtaining a sufficient condition under which Bellman's (main) functional equation has a unique i...nvertible solution, we propose additive and recursive-inverse functional equations which have a common solution. It is proved that the additive-inverse functional equation has a unique solution in a moderate class of functions. The solution is obtained from two successive approximation methods.show more

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