631
Views
2
CrossRef citations to date
0
Altmetric
Research Article

A new generalized contraction and its application in dynamic programming

& | (Reviewing editor)
Article: 1559456 | Received 25 Sep 2018, Accepted 06 Dec 2018, Published online: 08 Jan 2019

Abstract

By using the idea of Pata [V. Pata, A fixed point theorem in metric spaces. J. Fixed Point Theory Appl. 10 (2011) 299–305.] we establish a new common fixed point theorem and as an application, we prove the existence and uniqueness of common solutions for a class of system of functional equations arising in dynamic programming.

MR Subject classifications:

Public Interest Statement

One of the powerful tools in solving nonlinear equations and dynamic programming problems is the Banach contraction principle and its generalizations. In this manuscript, we solve a dynamic programming by a generalization of Banach’s fixed point theorem. Also, we give some examples to support our main results.

1. Introduction

It is clear that fixed point theory is one of the powerful tools in solving nonlinear analysis problems such as integral and differential equations. The Banach contraction mapping principle is one of the pivotal results in fixed point theory and it has a board set of applications. Generalization of the above principle has been proved by various authors (see, for example, (Agarwal, Meehan, & O’Regan, Citation2001; Gordji & Ramezani, Citation2011; Harjani & Sadarangani, Citation2010)). In particular, recently, (Pata, Citation2011) improves the Banach principle. In this article, we present a common fixed point theorem by using the idea of Pata. As an application, the existence and uniqueness of common solution for a system of functional equations arising in dynamic programming are given.

2. Main results

Let (X,d) be a complete metric space. Selecting an arbitrary x0X. We denote

x∥=d(x,x0)

for all xX. We consider the function ψ:[0,1][0,) such that ψ is an increasing function vanishing with continuity at zero. We will also consider the (vanishing) sequence depending on α1 by the following.

wn(α)=αnnk=1nψαk.

Our first result is the following.

Theorem 2.1. Let f,g:XX and Λ0, α1, β[0,α] be fixed constants.

Suppose

(2.1) d(fx,gy)(1ε)M(x,y)+Λεαψ(ε)[1+x+y]β(2.1)

for all x,yX and ε(0,1], where

M(x,y)=maxd(x,y),d(x,fx),d(y,gy),[d(x,gy)+d(y,fx)]2.

Then f and g have a unique common fixed point.

Proof. Let x0 be an arbitrary element in X. We introduce the sequences

cn=∥xn,fx2n=x2n+1,gx2n+1=x2n+2

for all nN0. Note that

M(x2n,x2n+1)=maxd(x2n,x2n+1),d(x2n,fx2n),d(x2n+1,gx2n+1),d(x2n,gx2n+1)+d(x2n+1,fx2n)2
=maxd(x2n,x2n+1),d(x2n,x2n+1),d(x2n+1,x2n+2),d(x2n,x2n+1),d(x2n+1,x2n+2)2
maxd(x2n,x2n+1),d(x2n+1,x2n+2),d(x2n,x2n+1),d(x2n+1,x2n+2)2
=maxd(x2n,x2n+1),d(x2n+1,x2n+2).

If

x2n0+1=x2n0+2

for some n0N, by using definition of sequence xn we see that x2n0+2=gx2n0+1 and x2n0+1 is a fixed point of g. Also,

d(fx2n0+1,x2n0+1)=d(fx2n0+1,gx2n0+1)
(1ε)d(x2n0+1,fx2n0+1)+Λεαψ(ε)[1+x2n0+1+x2n0+1]β

for all ε[0,1]. So,

d(fx2n0+1,x2n0+1)Λεα1ψ(ε)[1+2x2n0+1]β

for all ε(0,1]. If ε0 then x2n0+1=fx2n0+1. Hence xn0+1 is a common fixed point of f and g. Now, we suppose that

(2.2) x2n+1  x2n+2,nN.(2.2)

We divide the proof into several steps.

Step1: d(xn,xn1) is a nondecreasing sequence.

Let n be fixed, if

maxd(x2n,x2n+1),d(x2n+1,x2n+2)=d(x2n+1,x2n+2)

therefore,

d(x2n+1,x2n+2)(1ε)d(x2n+1,x2n+2)+Λεαψ(ε)[1+x2n+x2n+1]β

for all ε(0,1]. Hence,

d(x2n+1,x2n+2)Λεα1ψ(ε)[1+x2n+x2n+1]β

for all ε(0,1]. If ε0 then

d(x2n+1,x2n+2)=0

that is a contradiction to (2.2). Therefore, we have

maxd(x2n,x2n+1),d(x2n+1,x2n+2)=d(x2n,x2n+1).

Hence,

d(x2n+1,x2n+2)(1ε)d(x2n,x2n+1)+Λεαψ(ε)[1+x2n+x2n+1]β

for all ε(0,1]. This show that

d(x2n+1,x2n+2)d(x2n,x2n+1).

Thus, the sequence d(xn,xn+1) is nonincreasing.

Step 2: The sequence cn is bounded.

Fix nN. By using Step 1 we have

d(x2n+1,x2n+2)d(x2n,x2n+1)d(x0,x1).

By the above and the triangle inequality we have

c2n+1=d(x2n+1,x0)d(x2n+1,x2n+2)+d(x2n+2,x1)+d(x1,x0)=d(x2n+2,x1)+2c1=d(gx2n+1,fx0)+2c1.

Therefore, as βα we infer that

c2n+1(1ε)M(x2n+1,x0)+Λεαψ(ε)[1+x2n+1+x0]β+2c1(1ε)(c2n+1+c1)+Λεαψ(ε)[1+c2n+1]β+2c1(1ε)c2n+1+aεαψ(ε)c2n+1α+b

for some a,b > 0. Accordingly,

εc2n+1aεαψ(ε)c2n+1α+b

If there is a subsequence c2nk+1, the choice ε=ε1=(1+b)/c2nk+1 leads to the contradiction

1a(1+b)αψ(ε1)0.

Similarly, we have

c2n+2d(x2n+3,x2)+d(x2,x1)+2c1d(x2n+3,x2)+3c1

Therefore,

c2n+2d(x2n+3,x2)+3c1=d(fx2n+2,x1)+3c1(1ε)M(x2n+2,x1)+Λεαψ(ε)[1+x2n+2+x1]β+3c1(1ε)(c2n+2+2c1)+Λεαψ(ε)[1+c2n+2]β+3c1(1ε)c2n+2+aεαψ(ε)c2n+2α+b

for some a,b > 0. Accordingly,

εc2n+2aεαψ(ε)c2n+2α+b

If there is a subsequence c2nk+2, the choice ε=ε2=(1+b)/c2nk+2 leads to the contradiction

1a(1+b)αψ(ε2)0.

Set C=supnNΛ(1+2cn)β<.

Step 3: The sequence xn is Cauchy.

Since d(x2n,x2n+1) is decreasing thus

d(x2n,x2n+1)r0

If r > 0, then

d(x2n,x2n+1)=d(gx2n1,fx2n)(1ε)M(x2n+1,x2n)+Cεαψ(ε)(1ε)d(x2n+1,x2n)+Cεαψ(ε)

for all nN, and ε(0,1]. As n, we have

r(1ε)r+Cεαψ(ε)

for all ε(0,1]. So

rCεα1ψ(ε)

for all ε(0,1]. As ε0 we get r=0 and this is a contradiction, therefore r=0.

Hence

(2.3) limnd(x2n,x2n+1)=0.(2.3)

To show that xn is Cauchy sequence, it is sufficient to show that the subsequence x2n of xn is a Cauchy sequence in view of (2.3). If x2n is not Cauchy, there exist an δ > 0 and monotone increasing sequence of natural numbers 2mk and 2nk such that nk > mk,

(2.4) d(x2mk,x2nk)δandd(x2mk,x2nk2) < δ.(2.4)

From (2.4), we get

δd(x2mk,x2nk)d(x2mk,x2nk2)+d(x2nk2,x2nk1)+d(x2nk1,x2nk)δ+d(x2nk2,x2nk1)+d(x2nk1,x2nk).

Letting k and using (2.3) we have

(2.5) limnd(x2mk,x2nk)=δ.(2.5)

Letting k and using (2.3), (2.4) and (2.5), we get

d(x2mk,x2nk+1)d(x2mk,x2nk)d(x2nk,x2nk+1).

Hence,

(2.6) limnd(x2nk+1,x2mk)=δ.(2.6)

Letting k and using (2.3) and (2.6), we have

d(x2mk1,x2nk)d(x2mk,x2nk)d(x2mk,x2mk1),

which implies that

(2.7) limd(x2nk,x2mk1)=δ.(2.7)

Putting x=x2nk and y=x2mk1 in (2.1) we have

d(fx2nk,gx2mk1)(1ε)M(x2nk,x2mk1)+Cεαψ(ε)=(1ε)max{d(x2nk,x2mk1),d(x2nk,x2nk+1),d(x2mk1,x2mk),d(x2nk,x2mk)+d(x2mk1,x2nk+1)2(1ε)max{d(x2nk,x2mk1),d(x2nk,x2nk+1),d(x2mk1,x2mk),d(x2nk,x2mk)+d(x2mk1,x2mk)+d(x2mk,x2nk+1)2

for all ε(0,1].

Letting k and using (2.3), (2.4), (2.5), (2.6) and (2.7) we get

δ(1ε)δ+Cεαψ(ε)

for all ε(0,1]. Thus

δCεα1ψ(ε).

If ε0 then we have δ=0 and it is a contradiction, therefore x2n is a Cauchy sequence.

Step 4: fx=x.

Since X is complete, there exists xX such that xnx as n, so x2nx and x2n+1x so,

d(fx,gx2n+1)(1ε)M(x,x2n+1)+Cεαψ(ε)

for all ε[0,1].

M(x,x2n+1)=maxd(x,x2n+1),d(x,fx),d(x2n+1,x2n+2),d((x,x2n+2)+d(x2n+1,fx)2.

As n we have

d(fx,x)(1ε)d(x,fx)+Cεαψ(ε)

for all ε(0,1]. So

d(x,fx)Cεα1ψ(ε)

for all ε(0,1]. If ε0 then we get

d(x,fx)0.

Hence fx=x.

Step 5: gx=x.

Now we show that x is a fixed point of g too,

0 < d(x,gx)=d(fx,gx)(1ε)maxd(x,x),d(x,fx),d(x,gx),d(x,gx)+d(x,fx)/2+kεψ(ε)

where k > 0. So,

d(x,gx)(1ε)d(x,gx)+kεψ(ε).

This implies that

d(x,gx)kψ(ε)

where ε(0,1]. Since ψ is increasing and continuous at zero, then ψ(0)=0 and

d(x,gx)=0.

Therefore x=gx.

Step 6: Uniqueness of x.

If there exists yX that y=fy=gy, then

d(x,y)=d(fx,gy)(1ε)d(x,gy)+kεψ(ε)=(1ε)d(x,y)+kεψ(ε).

Setting ε=0,

d(x,y)=0

and so y=x

Theorem 2.2. Let ρ:[0,)[0,) be a continuous function satisfying the inequality ρ(r)<r for every r > 0, suppose that for every x,y with, x  y

(2.8) d(fx,gy)ρ(M(x,y))(2.8)

where

M(x,y)=maxd(x,y),d(x,fx),d(y,gy),d(x,gy)+d(y,fx)2.

Then f and g have a unique common fixed point x and d(x,xn)0, where xn is the sequence is defined in Theorem 2.1.

Proof. We introduce the intreate sequences

fx2n=x2n+1,gx2n+1=x2n+2.

Note that

M(x2n,x2n+1)=maxd(x2n,x2n+1),d(x2n,fx2n),d(x2n+1,gx2n+1),d(x2n,gx2n+1)+d(x2n+1,fx2n)2=maxd(x2n,x2n+1),d(x2n,x2n+1),d(x2n+1,x2n+2),d(x2n,x2n+1),d(x2n+1,x2n+2)2maxd(x2n,x2n+1),d(x2n+1,x2n+2),d(x2n,x2n+1),d(x2n+1,x2n+2)2=maxd(x2n,x2n+1),d(x2n+1,x2n+2).

Let nN be fixed, if

maxd(x2n,x2n+1),d(x2n+1,x2n+2)=d(x2n+1,x2n+2)

Therefore,

d(x2n+1,x2n+2)=d(fx2n,gx2n+1)(d(x2n+1,x2n+2))<d(x2n+1,x2n+2).

That is a contradiction. Therefore we have

maxd(x2n,x2n+1),d(x2n+1,x2n+2)=d(x2n,x2n+1).

So,

d(x2n+1,x2n+2)d(x2n,x2n+1).

Hence, d(x2n,x2n+1) is a decreasing sequence that converges monotically to some r0.

If r > 0, then

d(x2n,x2n+1)=d(gx2n1,fx2n)(d(x2n1,x2n)).

As n, we have rρ(r) < r and this is a contradiction, therefore r=0. Hence

(2.9) limd(x2n,x2n+1)=0(2.9)

To show that xn is Cauchy sequence, it is sufficient to show that the subsequence x2n of xn is Cauchy sequence in view of (2.9). If x2n is not Cauchy there exist an δ > 0 and natural numbers nk and mk such that nk > mk, and

(2.10) d(x2mk,x2nk)δandd(x2mk,x2nk2)<δ.(2.10)

From (2.10),

δd(x2mk,x2nk)d(x2mk,x2nk2)+d(x2nk2,x2nk1)+d(x2nk1,x2nk)δ+d(x2nk2,x2nk1)+d(x2nk1,x2nk).

Letting k and using (2.9) we have

(2.11) limkd(x2mk,x2nk)=δ.(2.11)

Letting k and using (2.9) and (2.10)

d(x2mk,x2nk+1)d(x2mk,x2nk)d(x2nk,x2nk1).

Hence,

(2.12) limkd(x2nk+1,x2mk)=δ.(2.12)

Letting k and using (2.9) and (2.10)

d(x2mk1,x2nk)d(x2mk,x2nk)d(x2mk,x2mk1).

Hence,

(2.13) limkd(x2nk,x2mk1)=δ(2.13)

Putting x=x2nk and y=x2mk1 in (2.8) we have

d(fx2nk,gx2mk1)ρ(m(x2nk,x2mk1))ρ(max{d(x2nk,x2mk1),d(x2nk,x2nk+1),d(x2mk1,x2mk)d(x2nk,x2mk)+d(x2mk1,x2nk+1)2ρ(max{d(x2nk,x2mk1),d(x2nk,x2nk+1),d(x2mk1,x2mk)d(x2nk,x2mk)+d(x2mk1,x2nk)+d(x2nk,x2nk+1)2.

Letting k and using (2.9), (2.10), (2.11), (2.12) and (2.13) we get

δρ(δ) < δ

and this is a contradiction. Hence, x2n is a Cauchy sequence. Since X is complete, there exists xX such that xnx as n. Hence, x2nx and x2n+1x. Assume that fxx,

d(fx,gx2n+1)ρ(m(x,x2n+1))

as n we have

d(fx,x)ρ(d(x,fx)) < d(x,fx)

and this is a contradiction. Suppose that gxx, therefore

d(x,gx)=d(fx,gx)ρ(m(x,x))=ρ(max(d(x,x),d(x,fx),d(x,gx),d(x,gx),d(x,fx)2=ρ(d(x,gx))<d(x,gx)

that is a contradiction, therefore x is a fixed point of g too.

If there exists yX that yx and

y=fy=gy,

then,

d(x,y)=d(fx,gy)ρ(M(x,y))ρ(max(d(x,y),d(x,x),d(y,y),d(x,y),d(y,x)2))=ρ(d(x,y))<d(x,y),

and it is a contradiction which completes the proof.

Example 2.3. Let X=[1,) with Euclidean metric and f,g:XX be two mappins by defined f(x)=g(x)=x2x12+4x142. It is clear that x=1 is a unique common fixed point of f and g. For all x,y[1,) with y > x we have

fygx=(yx)2[y12x12]+4[y14x14]=(yx)F(x,y).

where F(x,y)=2[y12x12]4[y14x14]. For every ε(0,1] standard calculations show that

ε(yx)+ε2(2x+(yx))32+F(x,y)0.

Hence,

fygx=(yx)F(x,y)(1ε)(yx)+ε2(2x+(yx))32(1ε)M(x,y)+ε2(2x+(yx))32

by putting Λ=α=β=1,x0=1 and ψ(r)=r we can see all assumptions of Theorem 2.1 hold. Therefore, the existence and uniqueness of common fixed point of f and g implies from Theorem 2.1.

Proposition 2.4. If X is a bounded space, Theorem 2.1 and Theorem 2.2 imply each other.

Proof. Suppose for simplicity that diam(X)1. Then for all x,yX, x,y1 and the inquality (2.1) reads

(2.14) d(fx,gy)(1ε)M(x,y)+Λεαψ(ε).(2.14)

We first prove the implication (2.14) (2.8). Define φ(r):=ψ1(νr) with ν>0 suitably small and the function ρ by

ρ(r)=rrφ(r)[1νΛ[φ(r)]α1].

It is obvious that ρ(r)<r for all r > 0, also, the continuty of ψ implies the continuty of ρ. Since ψ is defined on [0,1], then we can choose ε=φ(M(x,y)) in (2.14). The inequality of (2.14) and definition of ρ follows that

d(fx,gy)(1ε)M(x,y)+Λεαψ(ε)=[1φ(M(x,y))]M(x,y)+Λ ν M(x,y)φ(M(x,y))α=[1φ(M(x,y))](ρ(M(x,y))+M(x,y)φ(M(x,y))[1νΛ[φ(M(x,y))]α1])+ΛνM(x,y)φ(M(x,y))α.

By algebraic calculations we conclude that d(fx,gy)ρ(M(x,y)) and so the inequality (2.8) is hold.

Conversely, let (2.8) holds. Since ρ is continuous and ρ(r) < r on (0,1], we can easily construct a strictly increasing continuous function μ such that μ(0)=0 and

μ(r)1ρ(r)rr(0,1]

Let x,yX with m(x,y)=r(0,1] be given. By virtue of (2.8),

d(fx,gy)ρ(r)rrμ(r)<r

If μ(r)ε, we readily obtain

d(fx,gy)(1ε)r

Whereas if μ(r)<ε, we get

d(fx,gy)<(1ε)r+εr<(1ε)r+εμ1(ε)

Collecting the two inequalities (2.14) follows for Λ=1 and ψ(ε)=μ1(ε) if εμ(1), ψ(ε)=1 otherwise.

Corollary 2.5. Let (X,d) be a complete metric space. Selecting an arbitrary x0X. We denote

x=d(x,x0)xX

Let f,g:XX and Λ0, α1, β[0,α] be fixed constants. Suppose

d(fx,gy)(1ε)M(x,y)+Λεαψ(ε)[1+x+y]β

for all x,yX and ε[0,1], where

M(x,y)=maxd(x,y),[d(x,fx)+d(y,gy)]/2,[d(x,gy)+d(y,fx)]/2.

Then f and g have a unique common fixed point.

Proof. Since [d(x,fx)+d(y,gy)]/2 is the average of d(x,fx) and d(y,gy), then

[d(x,fx)+d(y,gy)]/2d(x,fx)ord(y,gy).

The result is seen by Theorem 2.1.

3. Application

Let X and Y be Banach spaces, SX be the state space, DY be the decision space(for more details, the reader can see (Harjani & Sadarangani, Citation2010; Li, Fu, Liu, & Kang, Citation2008)), and ix be the identity mapping on X. B(S) denotes the set of all bounded real-valued functions on S and d(f,g)=supf(x)g(x):xS. It is clear that (B(S),d) is a complete metric space.

In this section we study the existence and uniqueness of a common solution of the following system of functional equations arising in dynamic programming:

(3.1) fi(x)=supyDu(x,y)+Hi(x,y,fi(T(x,y))),xS,i1,2,(3.1)

where u:S×DR, T:S×DS, and Hi:S×D×RR for i1,2

Theorem 3.1. Suppose that the following conditions are satisfied:

(a1) u and Hi are bounded for i1,2;

(a2) There exist two mappings A1 and A2 defined by

Aigi(x)=supyDu(x,y)+Hi(x,y,gi(T(x,y))),xS,giB(S),i1,2,

satisfying

H1(x,y,g(t))H2(x,y,h(t))(1ε)max{d(g,h),d(g,A1g),d(h,A2h),12[d(g,A2h)+d(h,A1g)]}+Λεαψ(ε)[1+g+h]β

for all (x,y)S×D, g,hB(S), tS where ε(0,1],Λ,ψ are as in Theorem 2.1;

(a3)A1(B(S))B(S), A2(B(S))B(S)

(a4) There exists some AiA1,A2 such that for any sequence hnn1B(S) and hB(S),

limnsupxShn(x)h(x)=0limnsupxSAihn(x)Aih(x)=0,

Then the system of functional Equations (3.1) has a unique common solution in B(S).

Proof. It follows from (a1) to (a4) that A1 and A2 is continuous self-mappings of B(S). Let δ>0 be given. For any g,hB(S), xS, there exist y,zD such that

(3.2) A1g(x) < u(x,y)+H1(x,y,g(T(x,y))+δ(3.2)
(3.3) A2h(x) < u(x,z)+H2(x,z,h(T(x,y))+δ(3.3)

Not that

(3.4) A1g(x)u(x,z)+H1(x,z,g(T(x,z))(3.4)
(3.5) A2h(x)u(x,y)+H2(x,z,h(T(x,y))(3.5)

It follows from (3.2), (3.5) and (a2) that

(3.6) A1g(x)A2h(x) < H1(x,y,g(T(x,y))H2(x,y,h(T(x,y))+δ(1ε)max{d(g,h),d(g,A1g),d(h,A2h),12[d(g,A2h)+d(h,A1g)]}+Λεαψ(ε)[1+g+h]β+δ.(3.6)

In view of (3.3), (3.4) and (a2) that

(3.7) A1g(x)A2h(x)>H1(x,z,g(T(x,z))H2(x,z,h(T(x,z))δ(1ε)max{d(g,h),d(g,A1g),d(h,A2h),12[d(g,A2h)d(h,A1g)]}+Λεαψ(ε)[1+g+h]βδ(3.7)

(3.6) and (3.7) ensure that

(3.8) d(A1g(x)A2h(x))=supxSA1g(x)A2h(x)(1ε)max{d(g,h),d(g,A1g),d(h,A2h),12[d(g,A2h)+d(h,A1g)]}+Λεαψ(ε)[1+g+h]β+δ(3.8)

It follows from (3.8) that Theorem 2.1 implies that A1 and A2 have a unique common fixed point νB(S), that ν(x) is a unique common solution of the system of functional Equations (3.1).

Additional information

Funding

The authors received no direct funding for this research.

Notes on contributors

M. Ramezani

M. Ramezani has some papers in this field such as the following: 1. A generalization of Geraghty’s fixed point theorem in partially ordered metric spaces andapplications to ordinary differential equations, Fixed Point Theory and Applications, 2. Pata type fixed point theorems of multivalued operators in ordered metric spaces with applications to hyperbolic differential inclusions., U.P.B. Sci. Bull., Series A., 3. Presic- Kannan- Rus fixed point theorem on partially ordered metric spaces, Fixed Point Theory.

H. Ramezani

H. Ramezani is a member of statistical research group in Payam noor University of Mashhad and he has a ISC published paper in Mathematics and Statistic by title: The estimation of a compound Poisson process by used wavelets.

References

  • Agarwal, P., Meehan, M., & O’Regan, D. (2001). Fixed point theory and applications. Cambridge: Cambridge University Press.
  • Gordji, M. E., & Ramezani, M. (2011). A generalization of Mizoguchi and Takahashis theorem for single-valued mappings in partially ordered metric spaces. Nonlinear Analysis, 74(1), 4544–4549. doi:10.1016/j.na.2011.04.020
  • Harjani, J., & Sadarangani, K. (2010). Generalized contractions in partially ordered metric spaces and applications to ordinary differential equations. Nonlinear Analysis: Theory, Methods & Applications, 72, 1188–1197. doi:10.1016/j.na.2009.08.003
  • Li, J., Fu, M., Liu, Z., & Kang, M. (2008). Common fixed point theorem and its application in dynamic programming. Applied Mathematical Sciences, 2 17, 829–842.
  • Pata, V. (2011). A fixed point theorem in metric spaces. Journal of Fixed Point Theory and Applications, 10, 299–305. doi:10.1007/s11784-011-0060-1