Modified domain decomposition method for Hamilton-Jacobi-Bellman equations

Modified domain decomposition method for Hamilton-Jacobi-Bellman equations

This paper presents a modified domain decomposition method for the numerical solution of discrete Hamilton-Jacobi-Bellman equations arising from a class of optimal control problems using diffusion models. A convergence theorem is established. Numerical results indicate the effectiveness and accuracy...

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Veröffentlicht in:Applied mathematics and mechanics 2010-12, Vol.31 (12), p.1585-1592
1. Verfasser: 陈光华 陈光明 戴智华
Format: Artikel
Sprache:eng
Schlagworte:
Accuracy
Applications of Mathematics
Classical Mechanics
Convergence
Diffusion
Domain decomposition methods
Fluid- and Aerodynamics
Mathematical analysis
Mathematical Modeling and Industrial Mathematics
Mathematical models
Mathematics
Mathematics and Statistics
Optimal control
Partial Differential Equations
Theorems
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Beschreibung
Zusammenfassung:This paper presents a modified domain decomposition method for the numerical solution of discrete Hamilton-Jacobi-Bellman equations arising from a class of optimal control problems using diffusion models. A convergence theorem is established. Numerical results indicate the effectiveness and accuracy of the method.
ISSN:0253-4827
1573-2754
DOI:10.1007/s10483-010-1386-8