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.
An iterative algorithm for solving a kind of discrete HJB equation with -functions
β Scribed by Hongru Xu; Zhe Sun; Shuilian Xie
- Publisher
- Elsevier Science
- Year
- 2011
- Tongue
- English
- Weight
- 204 KB
- Volume
- 24
- Category
- Article
- ISSN
- 0893-9659
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