CHEN Guang-hua, CHEN Guang-ming, DAI Zhi-hua. Modified Domain Decomposition Method for Hamilton-Jacobi-Bellman Equations[J]. Applied Mathematics and Mechanics, 2010, 31(12): 1496-1502. doi: 10.3879/j.issn.1000-0887.2010.12.010
Citation: CHEN Guang-hua, CHEN Guang-ming, DAI Zhi-hua. Modified Domain Decomposition Method for Hamilton-Jacobi-Bellman Equations[J]. Applied Mathematics and Mechanics, 2010, 31(12): 1496-1502. doi: 10.3879/j.issn.1000-0887.2010.12.010

Modified Domain Decomposition Method for Hamilton-Jacobi-Bellman Equations

doi: 10.3879/j.issn.1000-0887.2010.12.010
  • Received Date: 1900-01-01
  • Rev Recd Date: 2010-10-28
  • Publish Date: 2010-12-15
  • Amodified domain decom position method for the numerical solution of discrete Hamilton-Jacobi-Bellman equations arising from a class of optimal controls with diffusion models.The convergence theorem was estab lished.Numerical results indicate the efficiency and accuracy of the method.
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