A new domain decomposition method for an HJB equation. (Q1410862): Difference between revisions
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Latest revision as of 10:51, 6 June 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A new domain decomposition method for an HJB equation. |
scientific article |
Statements
A new domain decomposition method for an HJB equation. (English)
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15 October 2003
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This note is concerned with a second-order Hamilton-Jacobi-Bellman (HJB) equation. First, the authors explain that this kind of problems can be regarded as a quasivaritional inequality problem. Further, they proceed by a domain decomposition to establish the solution. They consider conditions under which the solution to the problems is concluded by a convergence shown of solutions the subproblems.
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Hamilton-Jacobi-Bellman equation
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quasivariational inequality
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domain decomposition method
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algorithmic convergence
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convergence
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