Title of article :
An iterative algorithm for solving a kind of discrete HJB equation with -functions
Author/Authors :
Xu، نويسنده , , Hongru and Sun، نويسنده , , Zhe and Xie، نويسنده , , Shuilian، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2011
Abstract :
In this work, an iterative algorithm for solving a kind of discrete HJB equation with M -functions is proposed and monotone convergence is obtained. Furthermore, a domain decomposition method based on the iterative algorithm is also presented.
Keywords :
HJB equation , Nonlinear Gauss–Seidel method , M -function , domain decomposition method
Journal title :
Applied Mathematics Letters
Journal title :
Applied Mathematics Letters
