A new domain decomposition method for an HJB equation. (Q1410862)

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scientific article; zbMATH DE number 1993213
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    A new domain decomposition method for an HJB equation.
    scientific article; zbMATH DE number 1993213

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      A new domain decomposition method for an HJB equation. (English)
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      15 October 2003
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      This note is concerned with a second-order Hamilton-Jacobi-Bellman (HJB) equation. First, the authors explain that this kind of problems can be regarded as a quasivaritional inequality problem. Further, they proceed by a domain decomposition to establish the solution. They consider conditions under which the solution to the problems is concluded by a convergence shown of solutions the subproblems.
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      Hamilton-Jacobi-Bellman equation
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      quasivariational inequality
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      domain decomposition method
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      algorithmic convergence
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      convergence
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