A penalty-based method for solving a discrete HJB complementarity problem
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Publication:6550985
Kai Zhang, Xiao Qi Yang, Song Wang
Publication date: 5 June 2024
Published in: Pacific Journal of Optimization (Search for Journal in Brave)
Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33) Numerical methods for mathematical programming, optimization and variational techniques (65Kxx) Hamilton-Jacobi equations in optimal control and differential games (49L12)
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