A new domain decomposition method for an HJB equation
[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.
[发布日期] 2003-10-01 [发布机构]
[效力级别] Proceedings Paper [学科分类]
[关键词] HJB equation;domain decomposition method;quasivariational inequality;convergence [时效性]
