An iterative algorithm for solving a kind of discrete HJB equation with \(M\)-functions (Q619820): Difference between revisions

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Property / DOI: 10.1016/j.aml.2010.10.004 / rank
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Property / author: Hong-Ru Xu / rank
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Property / author: Shui-Lian Xie / rank
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Property / author: Hong-Ru Xu / rank
 
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Property / author: Shui-Lian Xie / rank
 
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Property / full work available at URL: https://doi.org/10.1016/j.aml.2010.10.004 / rank
 
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Property / OpenAlex ID: W2093682835 / rank
 
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Property / cites work
 
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: A new iterative method for discrete HJB equations / rank
 
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Property / cites work: Additive Schwarz algorithm for the nonlinear complementarity problem with \(M\)-function / rank
 
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Property / DOI
 
Property / DOI: 10.1016/J.AML.2010.10.004 / rank
 
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Latest revision as of 22:31, 9 December 2024

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An iterative algorithm for solving a kind of discrete HJB equation with \(M\)-functions
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    An iterative algorithm for solving a kind of discrete HJB equation with \(M\)-functions (English)
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    18 January 2011
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    Hamilton-Jacobi-Bellmann (HJB) equation
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    nonlinear Gauss-Seidel method
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    domain decomposition method
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    \(M\)-function
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