Alternating direction algorithms for solving Hamilton-Jacobi-Bellman equations (Q1925030)
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scientific article; zbMATH DE number 938676
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Alternating direction algorithms for solving Hamilton-Jacobi-Bellman equations |
scientific article; zbMATH DE number 938676 |
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Alternating direction algorithms for solving Hamilton-Jacobi-Bellman equations (English)
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27 October 1996
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The author is interested in solving efficiently a discretized version of the Hamilton-Jacobi-Bellman equations resulting from an optimal control problem. He suggests to decompose the original problem into a number of lower-dimensional problems and studies how the usual alternating direction method can be extended for solving this type of equations. He also presents some convergence results.
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Hamilton-Jacobi-Bellman equations
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alternating direction method
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0.9568298
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0.9127169
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0.90052503
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0.8970458
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0.8904227
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0.88693535
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0.8858797
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0.88464564
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0.88246953
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