An iterative algorithm for solving a kind of discrete HJB equation with \(M\)-functions (Q619820)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An iterative algorithm for solving a kind of discrete HJB equation with \(M\)-functions |
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An iterative algorithm for solving a kind of discrete HJB equation with \(M\)-functions (English)
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18 January 2011
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Hamilton-Jacobi-Bellmann (HJB) equation
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nonlinear Gauss-Seidel method
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domain decomposition method
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\(M\)-function
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