A numerical algorithm based on a variational iterative approximation for the discrete Hamilton-Jacobi-Bellman (HJB) equation
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Cites work
- A new domain decomposition method for an HJB equation.
- Alternating direction algorithms for solving Hamilton-Jacobi-Bellman equations
- scientific article; zbMATH DE number 3736919 (Why is no real title available?)
- scientific article; zbMATH DE number 736366 (Why is no real title available?)
- Multi-grid methods for Hamilton-Jacobi-Bellman equations
- Numerical solution of Hamilton-Jacobi-Bellman equations by an upwind finite volume method
- Optimal Stochastic Switching and the Dirichlet Problem for the Bellman Equation
- The finite element approximation of Hamilton-Jacobi-Bellman equations
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- A new domain decomposition method for an HJB equation.
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- Hamilton-Jacobi-Bellman quasi-variational inequality arising in an environmental problem and its numerical discretization
- An adaptive domain decomposition method for the Hamilton-Jacobi-Bellman equation
- An effect iteration algorithm for numerical solution of discrete Hamilton-Jacobi-Bellman equations
- A monotone iterative algorithm for a discrete Hamilton-Jacobi-Bellman equation
- On supersolution and subsolution of discrete HJB equation
- An efficient policy iteration algorithm for dynamic programming equations
- Proof of the convergence of the successive approximation algorithm for numerically solving the Hamilton-Jacobi-Bellman equation
- An algorithmic approach for noncoercive HJB equations
- Application of variational iteration method for Hamilton-Jacobi-Bellman equations
- Viability-Based Computations of Solutions to the Hamilton-Jacobi-Bellman Equation
- An Iterative Algorithm for Solving Hamilton--Jacobi Type Equations
- An iterative algorithm for a kind of HJB equation
- A relaxation algorithm for a quasivariational inequality system related to HJB equation
- The design of suboptimal asymptotic stabilising controllers for nonlinear slowly varying systems
- scientific article; zbMATH DE number 4187029 (Why is no real title available?)
- Modified domain decomposition method for Hamilton-Jacobi-Bellman equations
- An iterative algorithm for solving a kind of discrete HJB equation with \(M\)-functions
- Policy iteration for Hamilton-Jacobi-Bellman equations with control constraints
- A new iterative method for discrete HJB equations
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