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

@@ Property / DOI @@
-.1016/j.camwa.2010.12.038
@@ Property / DOI: 10.1016/j.camwa.2010.12.038 / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+K15
@@ Property / Mathematics Subject Classification ID: 65K15 / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+L20
@@ Property / Mathematics Subject Classification ID: 49L20 / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+N55
@@ Property / Mathematics Subject Classification ID: 65N55 / rank @@
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@@ Property / zbMATH DE Number @@
+5930017
@@ Property / zbMATH DE Number: 5930017 / rank @@
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@@ Property / zbMATH Keywords @@
+quasivariational inequality system
@@ Property / zbMATH Keywords: quasivariational inequality system / rank @@
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@@ Property / zbMATH Keywords @@
+Hamilton-Jacobi-bellman equation
@@ Property / zbMATH Keywords: Hamilton-Jacobi-bellman equation / rank @@
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@@ Property / zbMATH Keywords @@
+iterative algorithm
@@ Property / zbMATH Keywords: iterative algorithm / rank @@
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@@ Property / zbMATH Keywords @@
+monotone convergence
@@ Property / zbMATH Keywords: monotone convergence / rank @@
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@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
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@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.camwa.2010.12.038
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@@ Property / OpenAlex ID @@
+W1985179654
@@ Property / OpenAlex ID: W1985179654 / rank @@
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@@ Property / cites work @@
+The finite element approximation of Hamilton-Jacobi-Bellman equations
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@@ Property / cites work @@
+Q3923524
@@ Property / cites work: Q3923524 / rank @@
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@@ Property / cites work @@
+Multi-grid methods for Hamilton-Jacobi-Bellman equations
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@@ Property / cites work @@
+Q4326712
@@ Property / cites work: Q4326712 / rank @@
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@@ Property / cites work @@
+Alternating direction algorithms for solving Hamilton-Jacobi-Bellman equations
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@@ Property / cites work @@
+Numerical solution of Hamilton-Jacobi-Bellman equations by an upwind finite volume method
+Normal rank
@@ Property / cites work @@
+A new domain decomposition method for an HJB equation.
+Normal rank
@@ Property / cites work @@
+Optimal Stochastic Switching and the Dirichlet Problem for the Bellman Equation
+Normal rank
@@ Property / DOI @@
+.1016/J.CAMWA.2010.12.038
@@ Property / DOI: 10.1016/J.CAMWA.2010.12.038 / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:552239