An iterative algorithm for a quasivariational inequality system related to HJB equation

✍ Scribed by Shuzi Zhou; Zhanyong Zou

• Publisher: Elsevier Science
• Year: 2008
• Tongue: English
• Weight: 145 KB
• Volume: 219
• Category: Article
• ISSN: 0377-0427
• DOI: 10.1016/j.cam.2007.07.013

✦ Synopsis

This paper presents a new iterative algorithm for a quasivariational inequality system related to HJB equation. A domain decomposition method based on this algorithm is proposed. The convergence theorems have been established.