Multigrid methods for second-order Hamilton-Jacobi-Bellman and Hamilton-Jacobi-Bellman-Isaacs equations (Q2870693)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Multigrid methods for second-order Hamilton-Jacobi-Bellman and Hamilton-Jacobi-Bellman-Isaacs equations |
scientific article; zbMATH DE number 6248327
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Multigrid methods for second-order Hamilton-Jacobi-Bellman and Hamilton-Jacobi-Bellman-Isaacs equations |
scientific article; zbMATH DE number 6248327 |
Statements
21 January 2014
0 references
multigrid methods
0 references
full approximation scheme
0 references
relaxation scheme
0 references
policy iteration
0 references
Hamilton-Jacobi-Bellman equations
0 references
Hamilton-Jacobi-Bellman-Isaacs equations
0 references
jump in control
0 references
numerical examples
0 references
restriction method
0 references
interpolation method
0 references
coarse grid correction
0 references
option pricing
0 references
Multigrid methods for second-order Hamilton-Jacobi-Bellman and Hamilton-Jacobi-Bellman-Isaacs equations (English)
0 references
0.8918410539627075
0 references
