A semismooth Newton method for a kind of HJB equation

DOI10.1016/j.camwa.2017.03.029zbMath1375.49041OpenAlexW2605397940MaRDI QIDQ2403859

Hong-Ru Xu, Shui-Lian Xie

Publication date: 12 September 2017

Published in: Computers \& Mathematics with Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.camwa.2017.03.029

zbMATH Keywords

convergenceHJB equationsemismooth Newton method

Mathematics Subject Classification ID

Dynamic programming in optimal control and differential games (49L20) Newton-type methods (49M15)

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Cites Work

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• Semismooth Newton and Newton iterative methods for HJB equation
• An iterative algorithm for solving a kind of discrete HJB equation with \(M\)-functions
• A new iterative method for discrete HJB equations
• Multi-grid methods for Hamilton-Jacobi-Bellman equations
• Iterative solution of large sparse systems of equations. Transl. from the German
• Domain decomposition algorithms for solving hamilton-jacobi-bellman equations
• Smoothing Methods and Semismooth Methods for Nondifferentiable Operator Equations

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