@ARTICLE{Lefebvre_Mario_A_2023,
author={Lefebvre, Mario},
volume={vol. 33},
number={No 4},
journal={Archives of Control Sciences},
pages={829-837},
howpublished={online},
year={2023},
publisher={Committee of Automatic Control and Robotics PAS},
abstract={A boundary value problem for a non-linear difference equation of order three is considered. We show that this equation can be interpreted as the equation satisfied by the value function in a stochastic optimal control problem. We thus obtain an expression for the solution of the non-linear difference equation that can be used to find an explicit solution to this equation. An example is presented.},
type={Article},
title={A boundary value problem for a non-linear difference equation},
URL={http://sd.czasopisma.pan.pl/Content/130019/art06_int.pdf},
doi={10.24425/acs.2023.148883},
keywords={higher-order difference equations, optimal control, dynamic programming, first-passage time, homing problem},
}