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Feasible Semismooth Newton Method for a Class of

✍ Scribed by G. L. Zhou; L. Caccetta

Publisher
Springer
Year
2008
Tongue
English
Weight
353 KB
Volume
139
Category
Article
ISSN
0022-3239

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In this paper, some semismooth methods are considered to solve a nonsmooth equation which can arise from a discrete version of the well-known Hamilton-Jacobi-Bellman equation. By using the slant differentiability introduced by Chen, Nashed and Qi in 2000, a semismooth Newton method is proposed. The