Article ID Journal Published Year Pages File Type
1708793 Applied Mathematics Letters 2011 4 Pages PDF
Abstract

In this work, an iterative algorithm for solving a kind of discrete HJB equation with MM-functions is proposed and monotone convergence is obtained. Furthermore, a domain decomposition method based on the iterative algorithm is also presented.

Keywords
Related Topics
Physical Sciences and Engineering Engineering Computational Mechanics
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An iterative algorithm for solving a kind of discrete HJB equation with MM-functions
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