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High order Bellman equations and weakly chained diagonally dominant tensors

Azimzadeh, Parsiad et al.
arXiv (All) · Papers
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15a69numerical-analysisrings-and-algebras
We introduce high order Bellman equations, extending classical Bellman equations to the tensor setting. We introduce weakly chained diagonally dominant (w.c.d.d.) tensors and show that a sufficient condition for the existence and uniqueness of a positive solution to a high order Bellman equation is
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