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

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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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