|
The dynamic programming problem (example 2.32)
subject to xt+1 ∊ G(xt), t = 0, 1, 2, . . . , x0 ∊ X
gives rise to an operator
on the space B(X) of bounded functionals (exercise 2.16). Assuming that
• f is bounded and continuous on X × X
• G(x) is nonempty, compact-valued, and continuous for every x ∊ X
show that T is an operator on the space C(X) of bounded continuous functionals on X (exercise 2.85), that is Tv ∊ C(X) for every v ∊ C(X). |
| New search. (Also 1294 free access solutions) |