A new domain decomposition method for an HJB equation.
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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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Cites work
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- scientific article; zbMATH DE number 3366440 (Why is no real title available?)
- On Monotone and Geometric Convergence of Schwarz Methods for Two-Sided Obstacle Problems
- User’s guide to viscosity solutions of second order partial differential equations
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- A relaxation algorithm for a quasivariational inequality system related to HJB equation
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- An iterative algorithm for a quasivariational inequality system related to HJB equation
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