An iterative algorithm for a quasivariational inequality system related to HJB equation

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摘要

This paper presents a new iterative algorithm for a quasivariational inequality system related to HJB equation. A domain decomposition method based on this algorithm is proposed. The convergence theorems have been established.

论文关键词：65N22,65N55,Quasivariational inequality system,HJB equation,Iterative algorithm,Domain decomposition,Convergence

论文评审过程：Received 8 March 2006, Revised 15 June 2007, Available online 19 July 2007.

论文官网地址：https://doi.org/10.1016/j.cam.2007.07.013