| 求解HJB方程的拟变分不等式组的迭代法 |
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| 引用本文： | 邹战勇,周叔子.求解HJB方程的拟变分不等式组的迭代法[J].应用数学学报,2012,35(4):747-755. |
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| 作者姓名： | 邹战勇 周叔子 |
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| 作者单位： | 1. 广东商学院数学与计算科学学院,广州,510320
2. 湖南大学数学与计量经济学院,长沙,410082 |
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| 摘 要： | 本文对HJB方程的拟变分不等式组提出一种迭代算法,并给出此算法在一定的条件下的单调性定理和证明,数值试验表明此法有效的.
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| 关 键 词： | HJB方程 迭代法 变分不等式 |
An Iterative Scheme for a Quasivariational Inequality System Related HJB Equation |
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| ZOU ZHANYONG
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ZHOU SHUZI.An Iterative Scheme for a Quasivariational Inequality System Related HJB Equation[J].Acta Mathematicae Applicatae Sinica,2012,35(4):747-755. |
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| Authors: | ZOU ZHANYONG ZHOU SHUZI |
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| Institution: | (College of Mathematics and Econometrics,Hunan University,Changsha 410082) |
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| Abstract: | This paper presents an iterative scheme for a quasivariational inequality system related HJB equation.The convergence theorems have been established.Numerical example shows the algorithm is efficient. |
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| Keywords: | HJB eqution iterative scheme quasivariational inequality system |
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