Title of article
A numerical algorithm based on a variational iterative approximation for the discrete Hamilton–Jacobi–Bellman (HJB) equation
Author/Authors
Guanghua Chena، نويسنده , , ?، نويسنده , , Guangming Chenb، نويسنده ,
Issue Information
دوماهنامه با شماره پیاپی سال 2011
Pages
7
From page
901
To page
907
Abstract
This paper presents a numerical algorithm based on a variational iterative approximation
for the Hamilton–Jacobi–Bellman equation, and a domain decomposition technique based
on this algorithm is also studied. The convergence theorems have been established.
Numerical results indicate the efficiency and accuracy of the methods.
Keywords
Quasivariational inequality system , Hamilton–Jacobi–Bellman equation , Iterative algorithm , Monotone convergence
Journal title
Computers and Mathematics with Applications
Serial Year
2011
Journal title
Computers and Mathematics with Applications
Record number
921878
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