Domain decomposition algorithms for solving hamilton-jacobi-bellman equations

DOI10.1080/01630569308816513zbMath0810.65065OpenAlexW2018102821MaRDI QIDQ4293290

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Publication date: 26 May 1994

Published in: Numerical Functional Analysis and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/01630569308816513

zbMATH Keywords

stochastic controldomain decompositionHamilton-Jacobi-Bellman equations

Mathematics Subject Classification ID

Numerical optimization and variational techniques (65K10) Numerical methods for initial value problems involving ordinary differential equations (65L05) Stochastic systems in control theory (general) (93E03) Dynamical systems and ergodic theory (37-XX)

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Cites Work

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• Probability methods for approximations in stochastic control and for elliptic equations
• A capacitance matrix method for Dirichlet problem on polygon region
• Numerical analogs to the Schwarz alternating procedure
• Iterative algorithms for solving undiscounted bellman equations
• Singular control problems in bounded intervals

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