Abstract
Denote by N +n and N −n the set of functions \(v:{{H}_{n}}\to \overline{IR}\) that are u-measurable in the last coordinate and which are bounded from below or from above, respectively. The operator Un, defined by
is defined on N 1n+l or N −n+l in case (EP) and (EN), respecti-vely, but Unv does not necessarily belong to N +n or N −n .
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© 1970 Springer-Verlag Berlin · Heidelberg
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Hinderer, K. (1970). The optimality equation. In: Foundations of Non-stationary Dynamic Programming with Discrete Time Parameter. Lecture Notes in Operations Research and Mathematical Systems, vol 33. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-46229-0_14
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DOI: https://doi.org/10.1007/978-3-642-46229-0_14
Publisher Name: Springer, Berlin, Heidelberg
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