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Volume 2011, Article ID 701519,30pages doi:10.1155/2011/701519

Research Article

Solvability and Algorithms for

Functional Equations Originating

from Dynamic Programming

Guojing Jiang,

1

Shin Min Kang,

2

and Young Chel Kwun

3 1Organization Department, Dalian Vocational Technical College, Dalian, Liaoning 116035, China

2Department of Mathematics and RINS, Gyeongsang National University, Jinju 660-701, Republic of Korea 3Department of Mathematics, Dong-A University, Pusan 614-714, Republic of Korea

Correspondence should be addressed to Young Chel Kwun,[email protected]

Received 5 January 2011; Accepted 11 February 2011

Academic Editor: Yeol J. Cho

Copyrightq2011 Guojing Jiang et al. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.

The main purpose of this paper is to study the functional equation arising in dynamic program-ming of multistage decision processesfxoptyDopt{px, y, qx, yfax, y, rx, yfbx, y,

sx, yfcx, y}for allxS. A few iterative algorithms for solving the functional equation are suggested. The existence, uniqueness and iterative approximations of solutions for the functional equation are discussed in the Banach spacesBCSandBSand the complete metric spaceBBS, respectively. The properties of solutions, nonnegative solutions, and nonpositive solutions and the convergence of iterative algorithms for the functional equation and other functional equations, which are special cases of the above functional equation, are investigated in the complete metric spaceBBS, respectively. Eight nontrivial examples which dwell upon the importance of the results in this paper are also given.

1. Introduction

The existence, uniqueness, and iterative approximations of solutions for several classes of functional equations arising in dynamic programming were studied by a lot of researchers; see1–23and the references therein. Bellman3, Bhakta and Choudhury7, Liu12, Liu and Kang15, and Liu et al.18investigated the following functional equations:

fx inf

yDmax

px, y, fax, y,xS,

fx sup

yD

maxpx, y, fax, y,xS,

fx inf

yDmax

px, y, qx, yfax, y,xS

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and gave some existence and uniqueness results and iterative approximations of solutions for the functional equations inBBS. Liu and Kang14and Liu and Ume17generalized the results in3,7,12,15,18and studied the properties of solutions, nonpositive solutions and nonnegative solutions and the convergence of iterative approximations for the following functional equations, respectively

fx opt

yD

maxpx, y, fax, y,xS,

fx opt

yD

minpx, y, fax, y,xS,

fx opt

yD

maxpx, y, qx, yfax, y,xS,

fx opt

yD

minpx, y, qx, yfax, y,xS

1.2

inBBS.

The purpose of this paper is to introduce and study the following functional equations arising in dynamic programming of multistage decision processes:

fx opt

yD

optpx, y, qx, yfax, y, rx, yfbx, y, sx, yfcx, y,xS,

1.3

fx opt

yD

maxpx, y, qx, yfax, y, rx, yfbx, y, sx, yfcx, y,xS,

1.4

fx opt

yD

minpx, y, qx, yfax, y, rx, yfbx, y, sx, yfcx, y,xS,

1.5

fx sup

yD

maxpx, y, qx, yfax, y, rx, yfbx, y, sx, yfcx, y,xS,

1.6

fx inf

yDmin

px, y, qx, yfax, y, rx, yfbx, y, sx, yfcx, y,xS,

1.7

fx sup

yD

minpx, y, qx, yfax, y, rx, yfbx, y, sx, yfcx, y,xS,

1.8

fx inf

yDmax

px, y, qx, yfax, y, rx, yfbx, y, sx, yfcx, y,xS,

1.9

where opt denotes sup or inf,xandystand for the state and decision vectors, respectively,

(3)

This paper is divided into four sections. InSection 2, we recall a few basic concepts and notations, establish several lemmas that will be needed further on, and suggest ten iterative algorithms for solving the functional equations 1.3– 1.9. In Section 3, by applying the Banach fixed-point theorem, we establish the existence, uniqueness, and iterative approximations of solutions for the functional equation1.3in the Banach spaces

BCS and BS, respectively. By means of two iterative algorithms defined in Section 2, we obtain the existence, uniqueness, and iterative approximations of solutions for the functional equation1.3in the complete metric spaceBBS. Under certain conditions, we investigate the behaviors of solutions, nonpositive solutions, and nonnegative solutions and the convergence of iterative algorithms for the functional equations1.3–1.7, respectively, in BBS. In Section 4, we construct eight nontrivial examples to explain our results, which extend and improve substantially the results due to Bellman 3, Bhakta and Choudhury 7, Liu 12, Liu and Kang 14, 15, Liu and Ume 17, Liu et al. 18, and others.

2. Lemmas and Algorithms

Throughout this paper, we assume thatR −∞,∞,R 0,∞,R− −∞,0,Ndenotes the set of positive integers, and, for eacht∈R,tdenotes the largest integer not exceedingt. LetX,·andY, · be real Banach spaces,SXthe state space, andDYthe decision space. Define

Φ1

ϕ:ϕ:R−→R is nondecreasing,

Φ2ϕ, ψ

:ϕ, ψ∈Φ1, ψt>0, lim n→ ∞ψ

ϕnt0 fort >0

,

Φ3

ϕ, ψ:ϕ, ψ∈Φ1, lim n→ ∞ψ

ϕnt exists fort >0

,

BS f:f:S−→Ris bounded,

BCS f :fBSis continuous,

BBS f :f :S−→Ris bounded on bounded subsets ofS.

2.1

ClearlyBS, · 1andBCS, · 1are Banach spaces with normf1supxS|fx|. For anyk∈Nandf, gBBS, let

dk

f, gsup fxgx :xB0, k,

df, g

k1

1 2k ·

dk

f, g

1dk

f, g,

2.2

whereB0, k {x: xSandxk}. It is easy to see that{dk}k∈Nis a countable family

(4)

xBBSif, for anyk ∈ Ndkxn, x → 0 as n → ∞ and to be a Cauchy sequenceif, for

any k ∈ N, dkxn, xm → 0 asn, m → ∞. It is clear that BBS, d is a complete metric

space.

Lemma 2.1. Let{ai, bi: 1≤in} ⊂R. Then

aopt{ai: 1≤in}opt{opt{ai: 1≤in−1}, an},

bopt{ai: 1≤in} ≤opt{bi: 1≤in}foraibi,1≤in,

cmax{aibi : 1≤in} ≤max{ai : 1≤in}max{bi : 1≤in}for{ai, bi : 1≤ i

n} ⊂R,

dmin{aibi: 1≤in} ≥min{ai: 1≤in}min{bi: 1≤in}for{ai, bi: 1≤in} ⊂ R,

e|opt{ai: 1≤in} −opt{bi: 1≤in}| ≤max{|aibi|: 1≤in}.

Proof. Clearlya–dare true. Now we showe. Note thateholds forn1. Suppose that

eis true for somen∈N. It follows fromaand Lemma 2.1 in17that

opt{ai: 1≤in1} −opt{bi: 1≤in1}

optopt{ai: 1≤in}, an1

−optopt{bi: 1≤in}, bn1

≤max opt{ai: 1≤in} −opt{bi : 1≤in} ,|an1−bn1|

≤max{|aibi|: 1≤in1}.

2.3

Henceeholds for anyn∈N. This completes the proof.

Lemma 2.2. Let{ai: 1≤in} ⊂Rand{bi: 1≤in} ⊂R. Then

amax{aibi: 1≤in} ≥min{ai: 1≤in}max{bi: 1≤in},

bmin{aibi: 1≤in} ≤max{ai: 1≤in}min{bi: 1≤in}.

Proof. It is clear thatais true forn1. Suppose thatais also true for somen∈N. Using Lemma 2.3 in19andLemma 2.1, we infer that

max{aibi: 1≤in1}

max{max{aibi: 1≤in}, an1bn1}

≥max{min{ai : 1≤in}max{bi: 1≤in}, an1bn1} ≥min{ai: 1≤in1}max{bi: 1≤in1}.

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That is,ais true forn1. Thereforeaholds for anyn ∈ N. Similarly we can proveb. This completes the proof.

Lemma 2.3. Let{a1n}n∈N,{a2n}n∈N, . . . ,{akn}n∈Nbe convergent sequences inR. Then

lim

n→ ∞opt{ain: 1≤ik}opt

lim

n→ ∞ain: 1≤ik

. 2.5

Proof. Put limn→ ∞ainbifor 1≤ik. In view ofLemma 2.1we deduce that

opt{ain: 1ik} −opt{bi: 1ik} max{|ainbi|: 1ik} −→0 asn−→ ∞,

2.6

which yields that

lim

n→ ∞opt{ain: 1≤ik}opt

lim

n→ ∞ain: 1≤ik

. 2.7

This completes the proof.

Lemma 2.4. aAssume thatA:S×D → Ris a mapping such thatoptyDAx0, yis bounded for somex0∈S. Then

opt

yD

Ax0, y

≤sup

yD

Ax0, y . 2.8

b Assume that A, B : S × D → R are mappings such that optyDAx1, y and

optyDBx2, yare bounded for somex1, x2∈S. Then

opt

yD

Ax1, y

−opt

yD

Bx2, y

≤sup

yD

A

x1, y

Bx2, y . 2.9

Proof. Now we show a. If supyD|Ax0, y| ∞, a holds clearly. Suppose that

supyD|Ax0, y|<∞. Note that

Ax0, yA

x0, y

(6)

It follows that

−sup

yD

Ax0, y inf

yD

Ax0, y ≤ inf yDA

x0, y

≤opt

yD

Ax0, y

≤sup

yD

Ax0, y

≤sup

yD

Ax0, y ,

2.11

which implies that

opt

yD

Ax0, y

≤sup

yD

Ax0, y . 2.12

Next we show b. If supyD|Ax1, yBx2, y| ∞, b is true. Suppose that

supyD|Ax1, yBx2, y|<∞. Note that

Ax1, y

Bx2, y ≤sup yD

Ax1, y

Bx2, y <,yD, 2.13

which yields that

Bx2, y

−sup

yD

A

x1, y

Bx2, y

Ax1, y

Bx2, y

sup

yD

A

x1, y

Bx2, y ,yD.

2.14

It follows that

opt

yD

Bx2, y

−sup

yD

A

x1, y

Bx2, y

opt

yD

Bx2, y

−sup

yD

A

x1, y

Bx2, y

≤opt

yD

Ax1, y

≤opt

yD

Bx2, y

sup

yD

A

x1, y

Bx2, y

opt

yD

Bx2, y

sup

yD

A

x1, y

Bx2, y ,

2.15

which gives that

opt

yD

Ax1, y

−opt

yD

Bx2, y

≤sup

yD

A

x1, y

Bx2, y . 2.16

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Algorithm 1. For anyf0∈BCS, compute{fn}n≥0by

fn1x 1−αnfnx αnopt

yD

optpx, y, qx, yfn

ax, y,

rx, yfn

bx, y, sx, yfn

cx, y,xS, n≥0,

2.17

where

{αn}n≥0 is any sequence in0,1,

n0

αn. 2.18

Algorithm 2. For anyf0∈BS, compute{fn}n≥0by2.17and2.18.

Algorithm 3. For anyf0∈BBS, compute{fn}n≥0by2.17and2.18.

Algorithm 4. For anyw0 ∈BBS, compute{wn}n≥0by

wn1x opt

yD

optpx, y, qx, ywn

ax, y, rx, ywn

bx, y,

sx, ywn

cx, y,xS, n≥0.

2.19

Algorithm 5. For anyw0 ∈BBS, compute{wn}n≥0by

wn1x opt

yD

maxpx, y, qx, ywn

ax, y, rx, ywn

bx, y,

sx, ywn

cx, y,xS, n≥0.

2.20

Algorithm 6. For anyw0 ∈BBS, compute{wn}n≥0by

wn1x opt

yD

minpx, y, qx, ywn

ax, y, rx, ywn

bx, y,

sx, ywn

cx, y,xS, n≥0.

2.21

Algorithm 7. For anyw0 ∈BBS, compute{wn}n≥0by

wn1x sup

yD

maxpx, y, qx, ywn

ax, y, rx, ywn

bx, y,

sx, ywn

cx, y,xS, n≥0.

(8)

Algorithm 8. For anyw0 ∈BBS, compute{wn}n≥0by

wn1x inf

yDmin

px, y, qx, ywn

ax, y, rx, ywn

bx, y,

sx, ywn

cx, y,xS, n≥0.

2.23

Algorithm 9. For anyw0 ∈BBS, compute{wn}n≥0by

wn1x sup

yD

minpx, y, qx, ywn

ax, y, rx, ywn

bx, y,

sx, ywn

cx, y,xS, n≥0.

2.24

Algorithm 10. For anyw0∈BBS, compute{wn}n≥0by

wn1x inf

yDmax

px, y, qx, ywn

ax, y, rx, ywn

bx, y,

sx, ywn

cx, y,xS, n≥0.

2.25

3. The Properties of Solutions and Convergence of Algorithms

Now we prove the existence, uniqueness, and iterative approximations of solutions for the functional equation 1.3inBCSandBS, respectively, by using the Banach fixed-point theorem.

Theorem 3.1. LetSbe compact. Letp, q, r, s :S×D → Randa, b, c : S×DS satisfy the following conditions:

C1pis bounded inS×D;

C2supx,yS×Dmax{|qx, y|,|rx, y|,|sx, y|} ≤αfor some constantα∈0,1;

C3for each fixedx0 ∈S,

lim

xx0

px, ypx0, y

, lim

xx0

qx, yqx0, y

,

lim

xx0

rx, yrx0, y

, lim

xx0

sx, ysx0, y

,

lim

xx0

ax, yax0, y

, lim

xx0

bx, ybx0, y

,

lim

xx0

cx, ycx0, y

3.1

uniformly foryD, respectively.

Then the functional equation1.3possesses a unique solutionfBCS, and the sequence {fn}n≥0generated byAlgorithm 1converges tofand has the error estimate

fn1fe−1−αn

(9)

Proof. Define a mappingH:BCSBCSby

Hhx opt

yD

optpx, y, qx, yhax, y, rx, yhbx, y

sx, yhcx, y,x, hS×BCS.

3.3

LethBCSandx0∈Sandε >0. It follows fromC1,C3, and the compactness ofSthat

there exist constantsM >0,δ >0, andδ1>0 satisfying

sup

x,yS×D

px, yM, 3.4

sup

x,yS×D

max|hx|, hax, y , hbx, y , hcx, yM, 3.5

px, ypx0, y < ε

3,

x, yS×D withxx0< δ, 3.6

max qx, yqx0, y , r

x, yrx0, y , s

x, ysx0, y <

ε

6M,

x, yS×D withxx0< δ,

3.7

|hx1−hx2|< ε

6,x1, x2∈Swithx1−x2< δ1, 3.8

maxax, yax0, y,b

x, ybx0, y,c

x, ycx0, y< δ1,

x, yS×D withxx0< δ.

3.9

Using3.3–3.5,C2, and Lemmas2.1and2.4, we get that

|Hhx| ≤sup

yD

optpx, y, qx, yhax, y, rx, yhbx, y, sx, yhcx, y

≤sup

yD

max px, y , qx, y hax, y ,

rx, y hbx, y , sx, y hcx, y

≤sup

yD

max px, y ,max qx, y , rx, y , sx, y

×max hax, y , hbx, y , hcx, y

≤max{M, αM}

M,xS.

(10)

In light ofC2,3.3,3.5–3.9, and Lemmas2.1and2.4, we deduce that for allx, yS×D

withxx0< δ

|HhxHhx0|

opt

yD

optpx, y, qx, yhax, y, rx, yhbx, y, sx, yhcx, y

−opt

yD

optpx0, y

, qx0, y

hax0, y

, rx0, y

hbx0, y

, sx0, y

hcx0, y

≤sup

yD

max px, ypx0, y , q

x, yhax, yqx0, y

hax0, y ,

rx, yhbx, yrx0, y

hbx0, y ,

s

x, yhcx, ysx0, y

hcx0, y

≤sup

yD

max px, ypx0, y , q

x, yqx0, y h

ax, y

qx0, y h

ax, yhax0, y ,

rx, yrx0, y h

bx, y rx0, y h

bx, yhbx0, y ,

sx, ysx0, y h

cx, y sx0, y h

cx, yhcx0, y ≤sup

yD

max px, ypx0, y ,

max qx, yqx0, y , r

x, yrx0, y , s

x, ysx0, y

×max hax, y , hbx, y , hcx, y

max qx0, y , r

x0, y , s

x0, y ×max hax, yhax0, y , h

bx, yhbx0, y ,

hcx, yhcx0, y

≤max

ε

3, M·

ε

6· ε

6

< ε.

3.11

Thus3.10,3.11, and2.17ensure that the mappingH:BCSBCSandAlgorithm 1

are well defined.

Next we assert that the mappingH:BCSBCSis a contraction. Letε >0,xS, andg, hBCS. Suppose that optyDinfyD. Chooseu, vDsuch that

Hgx>optpx, u, qx, ugax, u, rx, ugbx, u, sx, ugcx, uε,

Hhx>optpx, v, qx, vhax, v, rx, vhbx, v, sx, vhcx, vε,

Hgx≤optpx, v, qx, vgax, v, rx, vgbx, v, sx, vgcx, v,

Hhx≤optpx, u, qx, uhax, u, rx, uhbx, u, sx, uhcx, u.

(11)

Lemma 2.1and3.12lead to

HgxHhx

<max optpx, u, qx, ugax, u, rx, ugbx, u, sx, ugcx, u

−optpx, u, qx, uhax, u, rx, uhbx, u, sx, uhcx, u ,

optpx, v, qx, vgax, v, rx, vgbx, v, sx, vgcx, v

−optpx, v, qx, vhax, v, rx, vhbx, v, sx, vhcx, v ε

≤maxmax qx, u gax, uhax, u ,|rx, u| gbx, uhbx, u ,

|sx, u| gcx, uhcx, u ,

max qx, v gax, vhax, v ,|rx, v| gbx, vhbx, v ,

|sx, v| gcx, vhcx, v ε

≤max qx, u ,|rx, u|,|sx, u|, qx, v ,|rx, v|,|sx, v|gh1ε

αgh1ε,

3.13

which implies that

HgHh1αgh1ε,g, hBCS. 3.14

Lettingε → 0in the above inequality, we know that

HgHh1αgh1,g, hBCS. 3.15

Similarly we conclude that3.15holds for optyDsupyD. The Banach fixed-point theorem yields that the contraction mappingHhas a unique fixed pointfBCS. It is easy to verify thatfis also a unique solution of the functional equation1.3inBCS. By means of2.17,

2.18,3.15, and

fx 1−αnfx αnopt

yD

optpx, y, qx, yfax, y,

rx, yfbx, y, sx, yfcx, y,xS, n≥0,

3.16

we infer that

fn1xfx 1αn fnxfx αn HfnxHfx

≤1−1−ααn fnxfx

e−1−αin0αif0f

1,xS, n≥0,

(12)

which yields that

fn1−f1e−1−α

n i0αif

0−f1,n≥0, 3.18

and the sequence{fn}n≥0converges tofby2.18. This completes the proof.

Dropping the compactness ofS andC3inTheorem 3.1, we conclude immediately the following result.

Theorem 3.2. Letp, q, r, s:S×D → Randa, b, c:S×DSsatisfy conditions (C1) and (C2). Then the functional equation1.3possesses a unique solutionfBSand the sequence{fn}n≥0 generated byAlgorithm 2converges tofand satisfies3.2.

Next we prove the existence, uniqueness, and iterative approximations of solution for the functional equation1.3inBBS.

Theorem 3.3. Letp, q, r, s :S×D → Randa, b, c: S×DSsatisfy condition (C2) and the following two conditions:

C4pis bounded onB0, k×Dfor eachk∈N;

C5supx,yB0,k×D{ax, y,bx, y,cx, y} ≤kfor allk∈N.

Then the functional equation1.3possesses a unique solutionwBBS, and the sequences {fn}n≥0and{wn}n≥0generated by Algorithms3and4, respectively, converge tofand have the error estimates

dk

fn1, w

e−1−αni0αidkf0, w,n≥0, k∈N,

dkwn1, wα n1

1−αdkw1, w0,n≥0, k∈N.

3.19

Proof. Define a mappingH :BBSBBSby3.3. Letk ∈NandhBBS. ThusC4 andC5guarantee that there existMk>0 andGk, h>0 satisfying

sup

x,yB0,k×D

px, yMk,

sup

x,yB0,k×D

h

ax, y , hbx, y , hcx, yGk, h.

3.20

Using3.3,3.20,C2,C5, and Lemmas2.1and2.4, we infer that

|Hhx| ≤sup

yD

max px, y , qx, y hax, y ,

rx, y hbx, y , sx, y hcx, y

≤sup

yD

max px, y ,max qx, y , rx, y , sx, y

×max hax, y , hbx, y , hcx, y

≤max{Mk, αGk, h},xB0, k,

(13)

which means thatHis a self-mapping inBBS. Consequently, Algorithms3and4are well defined.

Now we claim that

dk

Hg, Hhαdk

g, h,g, hBBS, k∈N. 3.22

Letk ∈N,xB0, k,g, hBBS, andε >0. Suppose that optyDinfyD. Selectu, vD

such that3.12holds. Thus3.3,3.12,C2,C5, andLemma 2.1ensure that

HgxHhx

<max optpx, u, qx, ugax, u, rx, ugbx, u, sx, ugcx, u

−optpx, u, qx, uhax, u, rx, uhbx, u, sx, uhcx, u ,

opt

px, v, qx, vgax, v, rx, vgbx, v, sx, vgcx, v

−optpx, v, qx, vhax, v, rx, vhbx, v, sx, vhcx, v ε

≤maxmax qx, u gax, uhax, u ,|rx, u| gbx, uhbx, u ,

|sx, u| gcx, uhcx, u ,

max qx, v gax, vhax, v ,|rx, v| gbx, vhbx, v ,

|sx, v| gcx, vhcx, v ε

≤max qx, u ,|rx, u|,|sx, u|, qx, v ,|rx, v|,|sx, v|dk

g, hε

αdk

g, hε,

3.23

which implies that

dk

Hg, Hhαdk

g, hε,g, hBBS. 3.24

Similarly we conclude that3.24holds for optyDsupyD. Asε → 0in3.24, we get that

3.22holds.

Letw0∈BBS. It follows fromAlgorithm 4that

(14)

and3.22leads to

dkwn1, wn1mnm

in1

dkwi, wi1 nm

in1

dkHwi−1, Hwi

nm

in1

αdkwi−1, winm

in1

αidkw0, w1

αn1

1−αdkw0, w1,n≥0, k, m∈N,

3.26

which yields that{wn}n≥0is a Cauchy sequence in the complete metric spaceBBS, d, and

hence{wn}n≥0converges to somewBBS. In light of3.22andC2, we know that

dHg, Hh

k1

1 2k ·

dk

Hg, Hh

1dk

Hg, Hh

k1

1 2k ·

αdk

g, h

1αdk

g, h

≤∞

k1

1 2k ·

αdk

g, h

ααdk

g, h d

g, h,g, hBBS.

3.27

That is, the mappingHis nonexpansive. It follows from3.27andAlgorithm 4that

dHw, w lim

n→ ∞dHwn, w nlim→ ∞dwn1, w 0, 3.28

that is,wHw. Suppose that there existsuBBS\ {w}withuHu. Consequently there exists somek0∈Nsatisfyingdk0w, u>0. It follows from3.22andC2that

0< dk0w, u dk0Hw, Huαdk0w, u< dk0w, u, 3.29

which is a contradiction. Hence the mappingH :BBSBBShas a unique fixed point

wBBS, which is a unique solution of the functional equation 1.3 in BBS. Letting

m → ∞in3.26, we infer that

dkwn1, wα n1

1−αdkw0, w1,n≥0, k∈N. 3.30

It follows fromAlgorithm 3,2.18, and3.22that

dk

fn1, w

sup

xB0,k

1−αn

fnxwx

αn

HfnxHwx

≤1−αn sup xB0,k

fnxwx αn sup

xB0,k

HfnxHwx

≤1−αndk

fn, w

αndk

Hfn, Hw

≤1−1−ααndk

fn, w

e−1−αni0αidkf0, w,n0, k∈N,

3.31

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Next we investigate the behaviors of solutions for the functional equations1.3–1.5

and discuss the convergence of Algorithms4–6inBBS, respectively.

Theorem 3.4. Letϕ, ψ∈Φ2,p, q, r, s:S×D → Randa, b, c:S×DSsatisfy the following conditions:

C6supyD|px, y| ≤ψxfor allxS;

C7supyDmax{ax, y,bx, y,cx, y} ≤ϕxfor allxS;

C8supx,yS×Dmax{|qx, y|,|rx, y|,|sx, y|} ≤1.

Then the functional equation1.3possesses a solutionwBBSsatisfying conditions (C9)–(C12) below:

C9the sequence{wn}n≥0generated byAlgorithm 4converges tow, wherew0 ∈BBSwith |w0x| ≤ψxfor allx, kB0, k×N;

C10|wx| ≤ψxfor allxS;

C11limn→ ∞wxn 0for any x0 ∈ S,{yn}n∈N ⊂ D and xn ∈ {axn−1, yn,bxn−1, yn,

cxn−1, yn}for alln∈N;

C12wis unique relative to condition (C11).

Proof. First of all we assert that

ϕt< t,t >0. 3.32

Suppose that there exists somet0>0 withϕt0≥t0. It follows fromϕ, ψ∈Φ2that

ψt0≤ψ

ϕt0

ψϕ2t0

≤ · · · ≤ψϕnt0

−→0 asn−→ ∞. 3.33

That is,

ψt0≤0< ψt0, 3.34

which is impossible. That is,3.32holds. Let the mappingHbe defined by3.3inBBS. Note thatC6andC7implyC4andC5by3.32andϕ, ψ ∈ Φ2, respectively. As in

the proof ofTheorem 3.3, byC8we conclude that the mappingHmapsBBSintoBBS

and satisfies

dk

Hg, Hhdk

g, h,g, hBBS, k∈N, 3.35

dHg, Hh

k1

1 2k ·

dk

Hg, Hh

1dk

Hg, Hh

k1

1 2k ·

dk

g, h

1dk

g, h

dg, h,g, hBBS.

3.36

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Let the sequence{wn}n≥0be generated byAlgorithm 4andw0∈BBSwith|w0x| ≤

ψxfor allx, kB0, k×N. We now claim that for eachn≥0

|wnx| ≤ψx,x, kB0, k×N. 3.37

Clearly 3.37holds for n 0. Assume that3.37is true for somen ≥ 0. It follows from

C6–C8,3.32,Algorithm 4, and Lemmas2.1and2.4that

|wn1x|

opt

yD

optpx, y, qx, ywn

ax, y, rx, ywn

bx, y, sx, ywn

cx, y

≤sup

yD

max px, y , qx, y wn

ax, y ,

r

x, y wn

bx, y , sx, y wn

cx, y

≤sup

yD

max px, y ,max qx, y , rx, y , sx, y

×max wn

ax, y , wn

bx, y , wn

cx, y

≤sup

yD

maxψx,maxψax, y, ψbx, y, ψcx, y

≤maxψx, ψϕx

ψx.

3.38

That is,3.37is true forn1. Hence3.37holds for eachn≥0.

Next we claim that{wn}n≥0 is a Cauchy sequence inBBS, d. Letk, n, m∈N,x0 ∈

B0, k, andε >0. Suppose that optyDinfyD. Choosey, zDwith

wnx0>opt

px0, y

, qx0, y

wn−1

ax0, y

,

rx0, y

wn−1

bx0, y

, sx0, y

wn−1

cx0, y

−2−1ε,

wnmx0>opt

px0, z, qx0, zwnm−1ax0, z,

rx0, zwnm−1bx0, z, sx0, zwnm−1cx0, z} −2−1ε,

wnx0≤opt

px0, z, qx0, zwn−1ax0, z,

rx0, zwn−1bx0, z, sx0, zwn−1cx0, z},

wnmx0≤opt

px0, y

, qx0, y

wnm−1

ax0, y

,

rx0, y

wnm−1

bx0, y

, sx0, y

wnm−1

cx0, y

.

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It follows from3.39,C8, and Lemmas2.2and2.3that

|wnmx0−wnx0|

<max optpx0, y

, qx0, y

wnm−1

ax0, y

,

rx0, y

wnm−1

bx0, y

, sx0, y

wnm−1

cx0, y

−optpx0, y

, qx0, y

wn−1

ax0, y

,

rx0, y

wn−1

bx0, y

, sx0, y

wn−1

cx0, y ,

optpx0, z, qx0, zwnm−1ax0, z,

rx0, zwnm−1bx0, z, sx0, zwnm−1cx0, z}

−optpx0, z, qx0, zwn−1ax0, z,

rx0, zwn−1bx0, z, sx0, zwn−1cx0, z} 2−1ε

≤maxmax qx0, y wnm−1

ax0, y

wn−1

ax0, y ,

rx0, y wnm−1

bx0, y

wn−1

bx0, y ,

sx0, y wnm−1

cx0, y

wn−1

cx0, y ,

max qx0, z |wnm−1ax0, zwn−1ax0, z|,

|rx0, z||wnm−1bx0, zwn−1bx0, z|,

|sx0, z||wnm−1cx0, zwn−1cx0, z|}}2−1ε

≤maxmax qx0, y , r

x0, y , s

x0, y

×max wnm−1

ax0, y

wn−1

ax0, y , wnm−1

bx0, y

wn−1

bx0, y ,

wnm1 cx0, y

wn−1

cx0, y ,max qx0, z ,|rx0, z|,|sx0, z|

×max{|wnm−1ax0, zwn−1ax0, z|,|wnm−1bx0, zwn−1bx0, z|,

|wnm−1cx0, zwn−1cx0, z|}}2−1ε

≤max wnm−1

ax0, y

wn−1

ax0, y ,

wnm−1

bx0, y

wn−1

bx0, y , wnm−1

cx0, y

wn−1

cx0, y ,

|wnm−1ax0, zwn−1ax0, z|,|wnm−1bx0, zwn−1bx0, z|,

|wnm−1cx0, zwn−1cx0, z|}2−1ε.

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Therefore there existy1∈ {y, z} ⊂Dandx1∈ {ax0, y1, bx0, y1, cx0, y1}satisfying

|wnmx0−wnx0|<|wnm−1x1−wn−1x1|2−1ε. 3.41

In a similar method, we can derive that3.41holds also for optyDsupyD. Proceeding in this way, we chooseyiDandxi∈ {axi−1, yi, bxi−1, yi, cxi−1, yi}fori∈ {2,3, . . . , n}such

that

|wnm−1x1−wn−1x1|<|wnm−2x2−wn−2x2|2−2ε,

|wnm−2x2−wn−2x2|<|wnm−3x3−wn−3x3|2−3ε,

.. .

|wm1xn−1−w1xn−1|<|wmxnw0xn|2−nε.

3.42

On account ofϕ, ψ∈Φ2,C7,3.37,3.41, and3.42, we gain that

|wnmx0−wnx0|<|wmxnw0xn| n

i1

2−iε,

<|wmxn||w0xn|ε

≤2ψxn ε

≤2ψϕnx0

ε,

3.43

which yields that

dkwnm, wn≤2ψ

ϕnkε. 3.44

Lettingε → 0in the above inequality, we infer that

dkwnm, wn≤2ψ

ϕnk. 3.45

It follows fromϕ, ψ∈Φ2and3.45that{wn}n≥0is a Cauchy sequence inBBS, dand it

converges to somewBBS.Algorithm 4and3.36lead to

dHw, wdHw, Hwn dwn1, w

dw, wn dwn1, w−→0 asn−→ ∞,

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which yields thatHw w. That is, the functional equation1.3possesses a solutionwBBS.

Now we showC10. LetxS. Putk 1 x. It follows from3.37,C7, and

ϕ, ψ∈Φ2that

|wx| ≤ |wxwnx||wnx|

dkw, wn ψx−→ψx asn−→ ∞,

3.47

that is,C10holds.

Next we proveC11. Givenx0 ∈ S,{yn}n∈N ⊂ D, andxn ∈ {axn−1, yn,bxn−1, yn,

cxn−1, yn}forn∈N. Putk x0 1. Note thatC7implies that

xn ≤maxa

xn−1, yn,b

xn−1, yn,c

xn−1, yn

ϕxn−1≤ · · · ≤ϕnx0≤ϕnk,n∈N.

3.48

In view of3.32,3.37,3.48, andϕ, ψ∈Φ2, we know that

|wxn| ≤ |wxnwnxn||wnxn|

dkw, wn ψxn

dkw, wn ψ

ϕnk

−→0 asn−→ ∞,

3.49

which means that limn→ ∞wnxn 0.

Finally we proveC12. Assume that the functional equation1.3has another solution

hBBSthat satisfiesC11. Letε > 0 andx0 ∈ S. Suppose that optyD infyD. Select

y, zDwith

wx0>opt

px0, y

, qx0, y

wax0, y

, rx0, y

wbx0, y

, sx0, y

wcx0, y

−2−1ε,

hx0>opt

px0, z, qx0, zhax0, z, rx0, zhbx0, z, sx0, zhcx0, z

−2−1ε,

wx0≤opt

px0, z, qx0, zwax0, z, qx0, zwbx0, z, rx0, zwcx0, z

,

hx0≤opt

px0, y

, qx0, y

hax0, y

, rx0, y

hbx0, y

, sx0, y

hcx0, y

.

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On account of 3.50,C8, and Lemma 2.1, we conclude that there exist y1 ∈ {y, z} and

x1∈ {ax0, y1,bx0, y1, cx0, y1}satisfying

|wx0−hx0|

<max optpx0, y

, qx0, y

wax0, y

, rx0, y

wbx0, y

, sx0, y

wcx0, y

−optpx0, y

, qx0, y

hax0, y

, rx0, y

hbx0, y

, sx0, y

hcx0, y ,

optpx0, z, qx0, zwax0, z, rx0, zwbx0, z, sx0, zwcx0, z

−optpx0, z, qx0, zhax0, z, rx0, zhbx0, z, sx0, zhcx0, z 2−1ε ≤maxmax qx0, y w

ax0, y

hax0, y , r

x0, y w

bx0, y

hbx0, y ,

sx0, y w

cx0, y

hcx0, y ,

max qx0, z |wax0, zhax0, z|,|rx0, z||wbx0, zhbx0, z|, |sx0, z||wcx0, zhcx0, z|}}2−1ε

≤maxmax qx0, y , r

x0, y , s

x0, y

max wax0, y

hax0, y ,

wbx0, y

hbx0, y , w

cx0, y

wcx0, y ,

max qx0, z ,|rx0, z|,|sx0, z|

max{|wax0, zhax0, z|,

|wbx0, zhbx0, z|,|wcx0, zhcx0, z|}}2−1ε ≤max wax0, y

hax0, y , w

bx0, y

hbx0, y ,

wcx0, y

hcx0, y ,|wax0, zhax0, z|,

|wbx0, zhbx0, z|,|wcx0, zhcx0, z|}2−1ε

|wx1−hx1|2−1ε,

3.51

that is,

|wx0−hx0| ≤ |wx1−hx1|2−1ε. 3.52

Similarly we can prove that 3.52holds for optyD supyD. Proceeding in this way, we selectyiD andxi ∈ {axi−1, yi, bxi−1, yi, cxi−1, yi}fori ∈ {2,3, . . . , n}andn ∈ Nsuch

that

|wx1−hx1|<|wx2−hx2|2−2ε,

|wx2−hx2|<|wx3−hx3|2−3ε,

.. .

|wxn−1−hxn−1|<|wxnhxn|2−nε.

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It follows from3.52and3.53that

|wx0−hx0|<|wxnhxn|ε−→ε asn−→ ∞. 3.54

Sinceεis arbitrary, we conclude immediately thatwx0 hx0. This completes the proof.

Theorem 3.5. Letϕ, ψ∈Φ2,p, q, r, s:S×D → Randa, b, c:S×DSsatisfy conditions (C6)–(C8). Then the functional equation1.4possesses a solutionwBBSsatisfying conditions (C10)–(C12) and the following two conditions:

C13the sequence{wn}n≥0generated byAlgorithm 5converges tow, wherew0 ∈BBSwith |w0x| ≤ψxfor allx, kB0, k×N;

C14ifq, r, andsare nonnegative and there exists a constantβ∈0,1such that

maxqx, y, rx, y, sx, yβ,x, yS×D, 3.55

thenwis nonnegative.

Proof. It follows fromTheorem 3.4that the functional equation1.4has a solutionwBBS

that satisfiesC10–C13. Now we showC14. Givenε >0,x0∈Sandn∈N. It follows from Lemma 2.2,3.55, and1.4that there existy1 ∈ D andx1 ∈ {ax0, y1, bx0, y1, cx0, y1}

such that

wx0>max

px0, y1

, qx0, y1

wax0, y1

, rx0, y1

wbx0, y1

,

sx0, y1

wcx0, y1

−2−1ε

≥maxpx0, y1

,maxqx0, y1

, rx0, y1

, sx0, y1

×minwax0, y1

, wbx0, y1

, wcx0, y1

−2−1ε

≥maxpx0, y1

, βwx1

−2−1ε

βwx1−2−1ε.

3.56

That is,

wx0> βwx1−2−1ε. 3.57

Proceeding in this way, we chooseyiDandxi ∈ {axi−1, yi, bxi−1, yi, cxi−1, yi}fori

{2,3, . . . , n}andn∈Nsuch that

wx1> βwx2−2−2β−1ε,

wx2> βwx3−2−3β−2ε,

.. .

wxn−1> βwxn−2−n1ε.

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It follows from3.57and3.58that

wx0> βnwxnn

i1

2−βnwxnε,n∈N. 3.59

In terms ofC8,C11, and3.55, we see that|βnwx

n| → 0 asn → ∞. Lettingn → ∞in 3.59, we get thatwx0≥ −ε. Sinceε >0 is arbitrary, we infer immediately thatwx0≥0.

This completes the proof.

Theorem 3.6. Letϕ, ψ∈Φ3,p, q, r, s:S×D → Randa, b, c:S×DSsatisfy conditions (C6), (C7), and the following condition:

C15q, r, andsare nonnegative andsupx,yS×Dmax{qx, y, rx, y, sx, y} ≤1.

Then the functional equation 1.6 possesses a solution wBBS satisfying

limn→ ∞wnx wxfor any xS, where the sequence{wn}n≥0 is generated byAlgorithm 7 withw0∈BBS, w0x≤supyDpx, y, and|w0x| ≤supyD|px, y| for allxS.

Proof. We are going to prove that, for anyn∈N,

w0xw1x≤ · · · ≤wnx,xS. 3.60

Usingϕ, ψ∈Φ3andAlgorithm 7, we gain that

w0x≤sup yD

px, y

≤sup

yD

maxpx, y, qx, yw0

ax, y, rx, yw0

bx, y, sx, yw0

cx, y

w1x,xS,

3.61

that is,3.60holds forn1. Assume that3.60holds for somen∈N.Lemma 2.1andC15 lead to

maxpx, y, qx, ywn−1

ax, y, rx, ywn−1

bx, y, sx, ywn−1

cx, y

≤maxpx, y, qx, ywn

ax, y, rx, ywn

bx, y, sx, ywn

cx, y,

x, yS×D,

(23)

which implies that

wnx sup

yD

maxpx, y, qx, ywn−1

ax, y, rx, ywn−1

bx, y, sx, ywn−1

cx, y

≤sup

yD

maxpx, y, qx, ywn

ax, y, rx, ywn

bx, y, sx, ywn

cx, y

wn1x,xS,

3.63

and hence3.60holds forn1. That is,3.60holds for anyn∈N. Now we claim that, for anyn≥0,

|wnx| ≤max

ψϕix: 0≤in,xS. 3.64

In fact,C6ensures that

|w0x| ≤sup yD

px, yψx,xS, 3.65

that is,3.64is true forn0. Assume that3.64is true for somen≥0. In view of Lemmas

2.1and2.4,Algorithm 7,C6,C7, and C15, we gain that

|wn1x| ≤sup yD

max px, y , qx, y wn

ax, y ,

rx, y wn

bx, y , sx, y wn

cx, y

≤sup

yD

max px, y ,maxqx, y, rx, y, sx, y

×max wn

ax, y , wn

bx, y , wn

cx, y

≤sup

yD

maxψx,maxψϕiax, y: 0≤in,

maxψϕibx, y: 0≤in,

maxψϕicx, y: 0≤in

≤maxψx,maxψϕi1x: 0≤in

≤maxψϕix: 0in1, xS,

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which yields that3.64is true forn1. Therefore3.64holds for eachn≥0. Givenk∈N, note that limn→ ∞ψϕnk exists. It follows that there exist constants M > 0 and n0 ∈ N

satisfyingψϕnk< Mfor anynn

0. Thus3.64leads to

|wnx| ≤max

M,maxψϕik: 0≤in0−1

,n≥0, k, x∈N×B0, k. 3.67

On account of3.60,3.67, andAlgorithm 7, we deduce that{wnx}n≥0 is convergent for

eachxSand{wn}n≥0∈BBS. Put

lim

n→ ∞wnx wx,xS,

Ax sup

yD

maxpx, y, qx, ywax, y, rx, ywbx, y,

sx, ywcx, y,xS.

3.68

Obviously3.67ensures thatwBBS. Notice that

maxpx, y, qx, ywn−1

ax, y, rx, ywn−1

bx, y,

sx, ywn−1

cx, ywnx,

x, y, nS×D×N.

3.69

Letting n → ∞ in the above inequality, by Lemmas 2.1 and 2.3 and the convergence of

{wnx}n≥0we infer that

maxpx, y, qx, ywax, y, rx, ywbx, y,

sx, ywcx, ywx,x, yS×D,

3.70

which yields that

Ax sup

yD

maxpx, y, qx, ywax, y, rx, ywbx, y, sx, ywcx, y

wx,xS.

3.71

It follows from3.60,C15, andLemma 2.1that

maxpx, y, qx, ywn−1

ax, y, rx, ywn−1

bx, y, sx, ywn−1

cx, y

≤maxpx, y, qx, ywax, y, rx, ywbx, y,

sx, ywcx, y,x, y, nS×D×N,

(25)

which implies that

wnx sup

yD

maxpx, y, qx, ywn−1

ax, y, rx, ywn−1

bx, y,

sx, ywn−1

cx, y

≤sup

yD

maxpx, y, qx, ywax, y, rx, ywbx, y, sx, ywcx, y

Ax,x, nS×N.

3.73

Lettingn → ∞, we gain that

wxAx,xS. 3.74

It follows from 3.71and 3.74thatw is a solution of the functional equation1.6. This completes the proof.

Following similar arguments as in the proof of Theorems3.5 and 3.6, we have the following results.

Theorem 3.7. Letϕ, ψ∈Φ2,p, q, r, s:S×D → Randa, b, c:S×DSsatisfy conditions (C6)–(C8). Then the functional equation1.5possesses a solutionwBBSsatisfying conditions (C10)–(C12) and the two following conditions:

C16the sequence{wn}n≥0generated byAlgorithm 6converges tow, wherew0 ∈BBSwith |w0x| ≤ψxfor allx, kB0, k×N;

C17ifq, r, andsare nonnegative and there exists a constantβ∈0,1such that

minqx, y, rx, y, sx, yβ,x, yS×D, 3.75

thenwis nonpositive.

Theorem 3.8. Letϕ, ψ∈Φ3,p, q, r, s:S×D → Randa, b, c:S×DSsatisfy conditions (C6), (C7), and (C15). Then the functional equation1.7possesses a solutionwBBSsatisfying

limn→ ∞wnx wxfor anyxS, where the sequence{wn}n≥0is generated byAlgorithm 8with

w0∈BBS,w0x≥infyDpx, yand|w0x| ≤supyD|px, y| for allxS.

4. Applications

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Example 4.1. LetXY R,S 1,2,DR, andα2/3. It follows fromTheorem 3.1that the functional equation

fx opt

yD

opt

x10y2

xy2,

sinxy2cosx2y

3 f

xysin2yy2

1y2

,

xy2

x123y2f

2xy2 xy2

, xy

2

2x3y2f

2x2yln1y

x2yln1y

,xS,

4.1

possesses a unique solutionfBCSand the sequence{fn}n≥0 generated byAlgorithm 1

converges tofand satisfies3.2.

Example 4.2. LetXY R,SR,DR−, andα2/3. It is clear thatTheorem 3.2ensures that the functional equation

fx opt

yD

opt

sin2xycosx2−y, 2x

13xln21xyf

xy,

2x2y2sinx2y

13x2y2 f

x2y2,cos

xy

3xy f

xy2 , xS

4.2

possesses a unique solutionfBSand the sequence{fn}n≥0 generated byAlgorithm 2

converges tofand satisfies3.2.

Remark 4.3. If qx, y rx, y sx, y, ax, y bx, y cx, y for all x, yS×D, then Theorem 3.3reduces to a result which generalizes the result in 3, page 149 and Theorem 3.4 in7. The following example demonstrates that Theorem 3.3generalizes properly the corresponding results in3,7.

Example 4.4. LetX Y R,S D R, andα 5/6. It is easy to verify thatTheorem 3.3

guarantees that the functional equation

fx opt

yD

opt

x4

1 xy ,

2 sinx2−y3 cosxy2

6ln1 xy f

x3y2

1x2y2

,

2x2y

112x22yf

x3ysin2x22y−1 1x2y

,

4 sinxy−cosx2−y2

6 cosx2y2 f

x2y sinx2y4

1xy

,xS,

4.3

has a unique solution inBBS. However, the results in3, page 149and Theorem 3.4 in7

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Remark 4.5. 1Ifax, y bx, y cx, y,qx, y rx, y sx, yfor allx, yS× D, then Theorems3.4,3.5, and3.7 reduce to three results which generalize and unify the result in 3, page 149, Theorem 3.5 in 7, Theorem 3.5 in 12, Corollaries 2.2 and 2.3 in

14, Corollaries 3.3 and 3.4 in17, and Theorems 2.3 and 2.4 in18, respectively.

2 The results in 3, page 149, Theorem 3.5 in 7, Theorem 3.5 in 12, and Theorem 3.4 in15are special cases ofTheorem 3.5withqx, y 1,rx, y sx, y 0 for allx, yS×D.

The examples below show that Theorems3.4,3.5, and3.7are indeed generalizations of the corresponding results in3,7,12,14,15,17,18.

Example 4.6. LetX Y R,SD R. Define two functionsψ, ϕ:R → Rbyψt t2,

ϕt t/2 for allt ∈ R. It is easy to see thatTheorem 3.4guarantees that the functional equation

fx opt

yD

opt

x2

1 xy ,cos

3x2y2f

x2y3

12xy3

,

sinxy2f

x2ycos2xyln1 xy

1x2y2

,

1x2y3

2x2y3f

x2y2

12xy2cos2x2y2

,xS,

4.4

possesses a solutionwBBSthat satisfiesC9–C12. However, the corresponding results in3,7,12,14,17,18are not applicable for the functional equation4.4.

Example 4.7. LetX Y R SD. Putβ 1,ψt t2, andϕt t/3 for alltR. It is

easy to verify thatTheorem 3.5guarantees that the functional equation

fx opt

yD

max

⎧ ⎪ ⎨ ⎪ ⎩

x3y

1 xy , f ⎛ ⎜

xsin

2xy

3ln1

x2y2

⎞ ⎟ ⎠,

x2xy2

1x2xy2f

x3y2

13x2y2 x2y2

,

sin2x2y1

1x2y2 f

x2y4sinx2y2

13|x|y4cos2xy

,xS,

4.5

has a solutionwBBSsatisfyingC10–C14. But the corresponding results in3,7,12,

References

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