An iterative algorithm for solving a kind of discrete HJB equation with \(M\)-functions
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Publication:619820
DOI10.1016/j.aml.2010.10.004zbMath1219.49022OpenAlexW2093682835MaRDI QIDQ619820
Zhe Sun, Hong-Ru Xu, Shui-Lian Xie
Publication date: 18 January 2011
Published in: Applied Mathematics Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.aml.2010.10.004
domain decomposition method\(M\)-functionHamilton-Jacobi-Bellmann (HJB) equationnonlinear Gauss-Seidel method
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Cites Work
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- A new iterative method for discrete HJB equations
- Multi-grid methods for Hamilton-Jacobi-Bellman equations
- Additive Schwarz algorithm for the nonlinear complementarity problem with \(M\)-function
- On P- and S-functions and related classes of \(n\)-dimensional nonlinear mappings
- Domain decomposition algorithms for solving hamilton-jacobi-bellman equations
- The finite element approximation of Hamilton-Jacobi-Bellman equations
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