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 / Mathematics Subject Classification ID: 65K15 / rank | |||
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| Property / Mathematics Subject Classification ID: 49L20 / rank | |||
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| Property / Mathematics Subject Classification ID: 65N55 / rank | |||
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| Property / zbMATH DE Number: 5930017 / rank | |||
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quasivariational inequality system | |||
| Property / zbMATH Keywords: quasivariational inequality system / rank | |||
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Hamilton-Jacobi-bellman equation | |||
| Property / zbMATH Keywords: Hamilton-Jacobi-bellman equation / rank | |||
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iterative algorithm | |||
| Property / zbMATH Keywords: iterative algorithm / rank | |||
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monotone convergence | |||
| Property / zbMATH Keywords: monotone convergence / rank | |||
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Revision as of 12:56, 1 July 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A numerical algorithm based on a variational iterative approximation for the discrete Hamilton-Jacobi-Bellman (HJB) equation |
scientific article |
Statements
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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