【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.更多还原

【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.更多还原