On supersolution and subsolution of discrete HJB equation

MaRDI QIDQ3428950zbMATH OpenFDO

Authors Shuzi Zhou, Juan Chen

Publication date 30 March 2007

zbMATH Keywords

alternating direction methodconvergencedomain decompositionHamilton-Jacobi-Bellman equationiterative algorithmsubsolutionsupersolution

Mathematics Subject Classification ID

First-order nonlinear hyperbolic equations (35L60) Finite difference methods for initial value and initial-boundary value problems involving PDEs (65M06) Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs (65M12) Multigrid methods; domain decomposition for initial value and initial-boundary value problems involving PDEs (65M55)

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Cited in

(1)

• A nonlinear SOR iterative method for a kind of HJB equation

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