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

DOI10.1137/S1064827594274656zbMath0944.65007OpenAlexW1997966013MaRDI QIDQ4376236

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

convergencevariational inequalitiesstochastic controldomain decompositionnonlinear elliptic equationsMarkov chain approximation methodMarkov chain control problems

Mathematics Subject Classification ID

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

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