An iterative algorithm for a quasivariational inequality system related to HJB equation
type: Item
instance of: scholarly article
title: An iterative algorithm for a quasivariational inequality system related to HJB equation
zbMATH Open document ID: 1157.65044
author: Zhanyong Zou
author: Shuzi Zhou
published in: Journal of Computational and Applied Mathematics
publication date: 2008-08-08T00:00:00Z
review text: In this article, the authors present a new iterative algorithm for a quasivariational inequality system related to the Hamilton-Jacobi-Bellman (HJB) equation. They also propose a domain decomposition method based on this algorithm. The results of the paper may be useful to the researchers of the topic of research.
reviewed by: Akrur Behera
Mathematics Subject Classification ID: 65K10
Mathematics Subject Classification ID: 49J40
Mathematics Subject Classification ID: 49M27
zbMATH DE Number: 5309274
zbMATH Keywords: quasivariational inequality system
zbMATH Keywords: HJB equation
zbMATH Keywords: convergence
zbMATH Keywords: iterative algorithm
zbMATH Keywords: Hamilton-Jacobi-Bellman equation
zbMATH Keywords: domain decomposition method
MaRDI profile type: Publication
full work available at URL: j.cam.2007.07.013
OpenAlex ID: W2078928667
cites work: The finite element approximation of Hamilton-Jacobi-Bellman equations
cites work: Q3890207
cites work: Q4003375
cites work: The Solution of a Quadratic Programming Problem Using Systematic Overrelaxation
cites work: On application of an alternating direction method to Hamilton--Jacobin--Bellman equations.
cites work: On Monotone and Geometric Convergence of Schwarz Methods for Two-Sided Obstacle Problems
cites work: A new domain decomposition method for an HJB equation.
DOI: 10.1016/J.CAM.2007.07.013
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description: scientific article; zbMATH DE number 5309274