Domain Decomposition Methods for Large Markov Chain Control Problems and Nonlinear Elliptic-Type Equations

DOI10.1137/S1064827594274656MaRDI QIDQ4376236zbMATH OpenOpenAlexFDO

Authors Harold J. Kushner

Publication date 10 February 1998

Published in SIAM Journal on Scientific Computing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/s1064827594274656

zbMATH Keywords

convergencedomain decompositionMarkov chain approximation methodMarkov chain control problemsnonlinear elliptic equationsstochastic controlvariational inequalities

Mathematics Subject Classification ID

Nonlinear boundary value problems for linear elliptic equations (35J65) Variational inequalities (49J40) Numerical analysis or methods applied to Markov chains (65C40) Stability and convergence of numerical methods for boundary value problems involving PDEs (65N12) Multigrid methods; domain decomposition for boundary value problems involving PDEs (65N55)

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