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

DOI10.1137/S1064827594274656zbMATH Open0944.65007OpenAlexW1997966013MaRDI QIDQ4376236FDOQ4376236

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

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zbMATH Keywords

convergencedomain decompositionstochastic controlvariational inequalitiesnonlinear elliptic equationsMarkov chain approximation methodMarkov chain control problems

Mathematics Subject Classification ID

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

Cited In (2)

• Title not available (Why is that?)
• Approximation solution and suboptimality for discounted semi-markov decision problems with countable state space

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