| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 4635679 | Applied Mathematics and Computation | 2007 | 8 Pages |
Abstract
In this paper we propose a relaxation scheme for solving discrete Hamilton–Jacobi–Bellman equations based on Scheme I of Lions and Mercier. The convergence of the new scheme has been established. Numerical example shows the scheme is efficient. The existence of the solution of Hamilton–Jacobi–Bellman equation has also been discussed.
Related Topics
Physical Sciences and Engineering
Mathematics
Applied Mathematics
Authors
Shuzi Zhou, Zhanyong Zou,