A new domain decomposition method for an HJB equation

被引:22
作者
Zhou, SZ [1 ]
Zhan, WP [1 ]
机构
[1] Hunan Univ, Inst Appl Math, Changsha 410082, Peoples R China
基金
中国国家自然科学基金;
关键词
HJB equation; domain decomposition method; quasivariational inequality; convergence;
D O I
10.1016/S0377-0427(03)00554-5
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
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. (C) 2003 Elsevier B.V. All rights reserved.
引用
收藏
页码:195 / 204
页数:10
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