Alternating direction algorithms for solving Hamilton-Jacobi-Bellman equations
type: Item
instance of: scholarly article
title: Alternating direction algorithms for solving Hamilton-Jacobi-Bellman equations
zbMATH Open document ID: 0862.93070
DOI: 10.1007/BF01182626
author: Yanyan Li
published in: Applied Mathematics and Optimization
publication date: 1996-10-27T00:00:00Z
review text: The author is interested in solving efficiently a discretized version of the Hamilton-Jacobi-Bellman equations resulting from an optimal control problem. He suggests to decompose the original problem into a number of lower-dimensional problems and studies how the usual alternating direction method can be extended for solving this type of equations. He also presents some convergence results.
reviewed by: Karl-Heinz Waldmann
Mathematics Subject Classification ID: 93E20
Mathematics Subject Classification ID: 93E25
Mathematics Subject Classification ID: 49M27
zbMATH DE Number: 938676
zbMATH Keywords: Hamilton-Jacobi-Bellman equations
zbMATH Keywords: alternating direction method
describes a project that uses: Algorithm 432
MaRDI profile type: Publication
cites work: Algorithm 432 [C2]: Solution of the matrix equation AX + XB = C [F4]
cites work: Q3286740
cites work: On the Numerical Solution of Heat Conduction Problems in Two and Three Space Variables
cites work: Q3740904
cites work: The Numerical Solution of Parabolic and Elliptic Differential Equations
cites work: Matrix Equation $XA + BX = C$
cites work: Iterative algorithms for solving undiscounted bellman equations
cites work: Domain decomposition algorithms for solving hamilton-jacobi-bellman equations
cites work: Q4064954
full work available at URL: https://doi.org/10.1007/bf01182626
OpenAlex ID: W2017119051
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description: scientific article; zbMATH DE number 938676