(1) Department of Applied Mathematics, Hunan University, Changsha, 410082, China;(2) School of Mathematics & Computational Science, Guangdong University of Business Studies, Guangzhou, 510320, China
Abstract:
We propose a domain decomposition method for a system of quasivariational inequalities related to the HJB equation. The monotone
convergence of the algorithm is also established.
Supported by the National Natural Science Foundation of China (No. 10571046)