Title of article :
A new domain decomposition method for an HJB equation
Author/Authors :
Zhou، نويسنده , , Shuzi and Zhan، نويسنده , , Wuping، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2003
Abstract :
In this paper we propose a new domain decompostion method for solving a Hamilton–Jacobi–Bellman equation of second order. The basic idea is to solve an equivalent quasivariational inequality instead of the original discretized HJB equation.
Keywords :
domain decomposition method , Convergence , quasivariational inequality , HJB equation
Journal title :
Journal of Computational and Applied Mathematics
Journal title :
Journal of Computational and Applied Mathematics
