Functional Equations in the Theory of Dynamic Programming; V: Positivity and Quasi-Linearity

摘要

We determine conditions under which the solution of u(p) = Max sub q L(u,p,q)+a(p,q) may be written u(p) = Max sub q v(p,q), where v(p,q) is the solution of v(p) = L(v,p,q) +a(p,q) for arbitrary q = q(p). (Author)