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.

About the authors

D. A. Alimov

Lomonosov Moscow State University; Moscow Institute of Physics and Technology (State University)

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Email: alimov2007d@gmail.com
Russian Federation, Moscow, 119991; Dolgoprudnyi, 141701

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