A penalty-based method for solving a discrete HJB complementarity problem (Q6550985)
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scientific article; zbMATH DE number 7860648
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| English | A penalty-based method for solving a discrete HJB complementarity problem |
scientific article; zbMATH DE number 7860648 |
Statements
A penalty-based method for solving a discrete HJB complementarity problem (English)
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5 June 2024
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HJB equation
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complementarity problem
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penalty method
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convergence rate
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0.8464722633361816
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0.8437453508377075
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0.8420524001121521
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0.820593535900116
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0.7986273765563965
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