A numerical algorithm based on a variational iterative approximation for the discrete Hamilton-Jacobi-Bellman (HJB) equation (Q552239): Difference between revisions

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Property / DOI: 10.1016/j.camwa.2010.12.038 / rank
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Property / full work available at URL: https://doi.org/10.1016/j.camwa.2010.12.038 / rank
 
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Property / cites work: The finite element approximation of Hamilton-Jacobi-Bellman equations / rank
 
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Property / cites work: Q3923524 / rank
 
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Property / cites work: Numerical solution of Hamilton-Jacobi-Bellman equations by an upwind finite volume method / rank
 
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Property / cites work: A new domain decomposition method for an HJB equation. / rank
 
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Property / cites work: Optimal Stochastic Switching and the Dirichlet Problem for the Bellman Equation / rank
 
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Property / DOI: 10.1016/J.CAMWA.2010.12.038 / rank
 
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Latest revision as of 21:20, 9 December 2024

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A numerical algorithm based on a variational iterative approximation for the discrete Hamilton-Jacobi-Bellman (HJB) equation
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    A numerical algorithm based on a variational iterative approximation for the discrete Hamilton-Jacobi-Bellman (HJB) equation (English)
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    21 July 2011
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    quasivariational inequality system
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    Hamilton-Jacobi-bellman equation
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    iterative algorithm
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    monotone convergence
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