An iterative algorithm for solving a kind of discrete HJB equation with M-functions
| Autor: | Zhe Sun, Shui-Lian Xie, Hongru Xu |
|---|---|
| Jazyk: | angličtina |
| Předmět: |
Work (thermodynamics)
Mathematical optimization Iterative method Applied Mathematics Nonlinear Gauss–Seidel method A domain Hamilton–Jacobi–Bellman equation M-function Monotone polygon Convergence (routing) Applied mathematics HJB equation Domain decomposition method Decomposition method (constraint satisfaction) Mathematics |
| Zdroj: | Applied Mathematics Letters. (3):279-282 |
| ISSN: | 0893-9659 |
| DOI: | 10.1016/j.aml.2010.10.004 |
| Popis: | In this work, an iterative algorithm for solving a kind of discrete HJB equation with M -functions is proposed and monotone convergence is obtained. Furthermore, a domain decomposition method based on the iterative algorithm is also presented. |
| Databáze: | OpenAIRE |
| Externí odkaz: |
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