A numerical algorithm based on a variational iterative approximation for the discrete Hamilton-Jacobi-Bellman (HJB) equation
type: Item
instance of: scholarly article
title: A numerical algorithm based on a variational iterative approximation for the discrete Hamilton-Jacobi-Bellman (HJB) equation
zbMATH Open document ID: 1217.65126
author: Guanghua Chen
author: Guangming Chen
publication date: 2011-07-21T00:00:00Z
Mathematics Subject Classification ID: 65K15
Mathematics Subject Classification ID: 49L20
Mathematics Subject Classification ID: 65N55
zbMATH DE Number: 5930017
zbMATH Keywords: quasivariational inequality system
zbMATH Keywords: Hamilton-Jacobi-bellman equation
zbMATH Keywords: iterative algorithm
zbMATH Keywords: monotone convergence
MaRDI profile type: Publication
full work available at URL: j.camwa.2010.12.038
OpenAlex ID: W1985179654
cites work: The finite element approximation of Hamilton-Jacobi-Bellman equations
cites work: Q3923524
cites work: Multi-grid methods for Hamilton-Jacobi-Bellman equations
cites work: Q4326712
cites work: Alternating direction algorithms for solving Hamilton-Jacobi-Bellman equations
cites work: Numerical solution of Hamilton-Jacobi-Bellman equations by an upwind finite volume method
cites work: A new domain decomposition method for an HJB equation.
cites work: Optimal Stochastic Switching and the Dirichlet Problem for the Bellman Equation
DOI: 10.1016/J.CAMWA.2010.12.038
published in: Computers & Mathematics with Applications
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description: scientific article; zbMATH DE number 5930017