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On a Quasi-Linear Equation

Published online by Cambridge University Press:  20 November 2018

Richard Bellman*
Affiliation:
Rand Corporation, Santa Monica, California
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1. Introduction. The purpose of this note is to establish some limit theorems for the non-linear recurrence relations

1.1, i= 1,2, …, N; n ≥ 0

under certain assumptions concerning the initial values ci = xi(0), and the coefficient matrices A (q) = (aij(q)).

Type
Research Article
Copyright
Copyright © Canadian Mathematical Society 1956

References

1. Bellman, R., The theory of dynamic programming, Bull. Amer. Math. Soc., 60 (1954), 503516.Google Scholar
2. Feller, W., An introduction to probability theory and its applications (New York, 1950).Google Scholar