Domain Decomposition Methods for Large Markov Chain Control Problems and Nonlinear Elliptic-Type Equations (Q4376236)

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scientific article; zbMATH DE number 1116424
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Domain Decomposition Methods for Large Markov Chain Control Problems and Nonlinear Elliptic-Type Equations
scientific article; zbMATH DE number 1116424

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    Domain Decomposition Methods for Large Markov Chain Control Problems and Nonlinear Elliptic-Type Equations (English)
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    10 February 1998
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    domain decomposition
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    Markov chain control problems
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    Markov chain approximation method
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    nonlinear elliptic equations
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    stochastic control
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    convergence
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    variational inequalities
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