Overlapping domain decomposition method for a noncoercive system of quasi-variational inequalities related to the Hamilton-Jacobi-Bellman equation

DOI10.1007/s10598-016-9316-3zbMath1336.49035OpenAlexW2273804232MaRDI QIDQ285112

L. Djemaoune, Mohamed Haiour

Publication date: 18 May 2016

Published in: Computational Mathematics and Modeling (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10598-016-9316-3

zbMATH Keywords

domain decompositionerror analysisquasi-variational inequalitiesHJB equationgeometrical convergence

Mathematics Subject Classification ID

Decomposition methods (49M27) Discrete approximations in optimal control (49M25)

Cites Work

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• Schwarz algorithm for the solution of variational inequalities with nonlinear source terms
• Overlapping domain decomposition methods for elliptic quasi-variational inequalities related to impulse control problem with mixed boundary conditions
• Maximum principle and uniform convergence for the finite element method
• On the Schwarz Alternating Method with More than two Subdomains for Nonlinear Monotone Problems
• Optimal Stochastic Switching and the Dirichlet Problem for the Bellman Equation
• Optimal Control of Stochastic Integrals and Hamilton–Jacobi–Bellman Equations. I
• The finite element approximation of Hamilton-Jacobi-Bellman equations

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