A numerical algorithm based on a variational iterative approximation for the discrete Hamilton-Jacobi-Bellman (HJB) equation (Q552239)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A numerical algorithm based on a variational iterative approximation for the discrete Hamilton-Jacobi-Bellman (HJB) equation |
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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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