@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://journals.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}, }