Multi-grid methods for Hamilton-Jacobi-Bellman equations

DOI10.1007/BF01389627zbMath0577.65088MaRDI QIDQ1065516

Ronald H. W. Hoppe

Publication date: 1986

Published in: Numerische Mathematik (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/133110

zbMATH Keywords

convergence; numerical examples; Hamilton-Jacobi-Bellman equations; multigrid methods

Mathematics Subject Classification ID

49L20: Dynamic programming in optimal control and differential games

35L20: Initial-boundary value problems for second-order hyperbolic equations

65F10: Iterative numerical methods for linear systems

65N22: Numerical solution of discretized equations for boundary value problems involving PDEs

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Cites Work

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• On the Approximation of Linear Elliptic Differential Equations by Difference Equations with Positive Coefficients