A new domain decomposition method for an HJB equation
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摘要
In this paper we propose a new domain decompostion method for solving a Hamilton–Jacobi–Bellman equation of second order. The basic idea is to solve an equivalent quasivariational inequality instead of the original discretized HJB equation.
论文关键词：HJB equation,Domain decomposition method,Quasivariational inequality,Convergence
论文评审过程：Received 25 August 2002, Revised 23 December 2002, Available online 29 August 2003.
论文官网地址：https://doi.org/10.1016/S0377-0427(03)00554-5
