A new domain decomposition method for an HJB equation.
type: Item
instance of: scholarly article
title: A new domain decomposition method for an HJB equation.
zbMATH Open document ID: 1034.65052
DOI: 10.1016/S0377-0427(03)00554-5
author: Wuping Zhan
author: Shuzi Zhou
published in: Journal of Computational and Applied Mathematics
publication date: 2003-10-15T00:00:00Z
review text: This note is concerned with a second-order Hamilton-Jacobi-Bellman (HJB) equation. First, the authors explain that this kind of problems can be regarded as a quasivaritional inequality problem. Further, they proceed by a domain decomposition to establish the solution. They consider conditions under which the solution to the problems is concluded by a convergence shown of solutions the subproblems.
Mathematics Subject Classification ID: 65K10
Mathematics Subject Classification ID: 49J20
Mathematics Subject Classification ID: 49L25
Mathematics Subject Classification ID: 49M27
zbMATH DE Number: 1993213
zbMATH Keywords: Hamilton-Jacobi-Bellman equation
zbMATH Keywords: quasivariational inequality
zbMATH Keywords: domain decomposition method
zbMATH Keywords: algorithmic convergence
zbMATH Keywords: convergence
reviewed by: Mohamed Ait Mansour
MaRDI profile type: Publication
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description: scientific article; zbMATH DE number 1993213