A new iterative method for discrete HJB equations

Springer Science and Business Media LLC - Tập 111 - Trang 159-167 - 2008
Shuzi Zhou1, Zhanyong Zou1
1Department of Applied Mathematics, Hunan University, Changsha, China

Tóm tắt

A successive relaxation iterative algorithm for discrete HJB equations is proposed. Monotone convergence has been proved for the algorithm.

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Springer Science and Business Media LLC

Tập 111

159-167

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