scientific article; zbMATH DE number 4187030

MaRDI QIDQ5751879zbMATH OpenFDO

Authors Martina Bloß

Publication date 1990

zbMATH Keywords

Hamilton-Jacobi-Bellman equationmultigrid algorithmnonlinear Gauss-Seidel iterationstochastic controlswitching process

Mathematics Subject Classification ID

Numerical optimization and variational techniques (65K10) Multigrid methods; domain decomposition for boundary value problems involving PDEs (65N55) Control/observation systems governed by partial differential equations (93C20) Optimal stochastic control (93E20)

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