Title of article
An iterative algorithm for solving a kind of discrete HJB equation with -functions
Author/Authors
Xu، نويسنده , , Hongru and Sun، نويسنده , , Zhe and Xie، نويسنده , , Shuilian، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2011
Pages
4
From page
279
To page
282
Abstract
In this work, an iterative algorithm for solving a kind of discrete HJB equation with M -functions is proposed and monotone convergence is obtained. Furthermore, a domain decomposition method based on the iterative algorithm is also presented.
Keywords
HJB equation , Nonlinear Gauss–Seidel method , M -function , domain decomposition method
Journal title
Applied Mathematics Letters
Serial Year
2011
Journal title
Applied Mathematics Letters
Record number
1527605
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