A relaxation scheme for Hamilton-Jacobi-Bellman equations

DOI10.1016/j.amc.2006.08.025zbMath1115.65076OpenAlexW2073277792MaRDI QIDQ876666

Zhanyong Zou, S. Z. Zhou

Publication date: 26 April 2007

Published in: Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.amc.2006.08.025

zbMATH Keywords

convergenceHamilton-Jacobi-Bellman equationexistencerelaxation scheme

Mathematics Subject Classification ID

Numerical optimization and variational techniques (65K10)

Related Items (2)

A new smoothing nonlinear conjugate gradient method for nonsmooth equations with finitely many maximum functions ⋮ Semismooth Newton and Newton iterative methods for HJB equation

Cites Work

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• Multi-grid methods for Hamilton-Jacobi-Bellman equations
• A new domain decomposition method for an HJB equation.
• Alternating direction algorithms for solving Hamilton-Jacobi-Bellman equations
• Domain decomposition algorithms for solving hamilton-jacobi-bellman equations
• The finite element approximation of Hamilton-Jacobi-Bellman equations

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