Alternating direction algorithms for solving Hamilton-Jacobi-Bellman equations
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Publication:1925030
DOI10.1007/BF01182626zbMath0862.93070OpenAlexW2017119051MaRDI QIDQ1925030
Publication date: 27 October 1996
Published in: Applied Mathematics and Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/bf01182626
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Related Items (4)
A relaxation scheme for Hamilton-Jacobi-Bellman equations ⋮ A new iterative method for discrete HJB equations ⋮ A numerical algorithm based on a variational iterative approximation for the discrete Hamilton-Jacobi-Bellman (HJB) equation ⋮ Splitting methods for Hamilton‐Jacobi equations
Uses Software
Cites Work
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- Iterative algorithms for solving undiscounted bellman equations
- The Numerical Solution of Parabolic and Elliptic Differential Equations
- On the Numerical Solution of Heat Conduction Problems in Two and Three Space Variables
- Domain decomposition algorithms for solving hamilton-jacobi-bellman equations
- Algorithm 432 [C2: Solution of the matrix equation AX + XB = C [F4]]
- Matrix Equation $XA + BX = C$
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