| 解与HJB方程相关的拟变分不等式的松弛法 |
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| 引用本文： | 邹战勇,周叔子.解与HJB方程相关的拟变分不等式的松弛法[J].应用数学,2007,20(2):433-440. |
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| 作者姓名： | 邹战勇 周叔子 |
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| 作者单位： | 湖南大学数学与计量经济学院,湖南,长沙,410082 |
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| 摘 要： | 本文对关于HJB方程的拟变分不等式提出了松弛算法，也给出了基于上述算法的区域分解方法，并建立了相应的收敛性定理。
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| 关 键 词： | 松弛算法 拟变分不等式 HJB方程 区域分解 |
| 文章编号： | 1001-9847(2007)02-433-08 |
| 修稿时间： | 2006-11-13 |
A Relaxation Algorithm for a Quasivariational Inequality System Related to HJB Equation |
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| ZOU Zhan-yong,ZHOU Shu-zi.A Relaxation Algorithm for a Quasivariational Inequality System Related to HJB Equation[J].Mathematica Applicata,2007,20(2):433-440. |
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| Authors: | ZOU Zhan-yong ZHOU Shu-zi |
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| Institution: | Institute of Applied Mathematics , Hunan University , Changsha 410082, China |
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| Abstract: | This paper presents a relaxation 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. |
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| Keywords: | Relaxation algorithm Quasivariational inequality HJB equation Domain decomposition |
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