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
Pages
10
From page
195
To page
204
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
Serial Year
2003
Journal title
Journal of Computational and Applied Mathematics
Record number
1552306
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