An iterative algorithm for a quasivariational inequality system related to HJB equation

DOI10.1016/j.cam.2007.07.013zbMath1157.65044OpenAlexW2078928667MaRDI QIDQ935760

Zhanyong Zou, S. Z. Zhou

Publication date: 8 August 2008

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

Full work available at URL: https://doi.org/10.1016/j.cam.2007.07.013

zbMATH Keywords

convergenceHamilton-Jacobi-Bellman equationiterative algorithmdomain decomposition methodHJB equationquasivariational inequality system

Mathematics Subject Classification ID

Numerical optimization and variational techniques (65K10) Variational inequalities (49J40) Decomposition methods (49M27)

Related Items (1)

Modified domain decomposition method for Hamilton-Jacobi-Bellman equations

Cites Work

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• A new domain decomposition method for an HJB equation.
• On application of an alternating direction method to Hamilton--Jacobin--Bellman equations.
• On Monotone and Geometric Convergence of Schwarz Methods for Two-Sided Obstacle Problems
• The Solution of a Quadratic Programming Problem Using Systematic Overrelaxation
• The finite element approximation of Hamilton-Jacobi-Bellman equations

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