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On the Existence and Uniqueness of a Solution of the Bellman Equation in a Model of Operation of a Manufacturing Company with Regard to the Debt Load

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Abstract

We study the existence and uniqueness of a solution of the Bellman equation formalizing the operation of a manufacturing company under conditions of irregular demand and debt load. The class of functions where this equation has a unique solution is determined. The choice of a specific solution is justified.

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Authors and Affiliations

  1. Lomonosov Moscow State University, Moscow, 119991, Russia

    D. A. Alimov

  2. Moscow Institute of Physics and Technology (State University), Dolgoprudnyi, 141701, Russia

    D. A. Alimov

Authors
  1. D. A. Alimov
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Correspondence to D. A. Alimov.

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Original Russian Text © D.A. Alimov, 2018, published in Differentsial’nye Uravneniya, 2018, Vol. 54, No. 3, pp. 398–406.

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Alimov, D.A. On the Existence and Uniqueness of a Solution of the Bellman Equation in a Model of Operation of a Manufacturing Company with Regard to the Debt Load. Diff Equat 54, 392–400 (2018). https://doi.org/10.1134/S0012266118030102

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  • DOI: https://doi.org/10.1134/S0012266118030102

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