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A new iterative method for discrete HJB equations |
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| Authors: | Shuzi Zhou Zhanyong Zou |
| Affiliation: | (1) Department of Applied Mathematics, Hunan University, 410082 Changsha, China |
| Abstract: | A successive relaxation iterative algorithm for discrete HJB equations is proposed. Monotone convergence has been proved for the algorithm. This work was supported by NNSF of China (no. 10571046). |
| Keywords: | KeywordHeading" >Mathematics Subject Classification (2000) 65N22 65N55 |
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