Multi-grid methods for Hamilton-Jacobi-Bellman equations-Reference-Cited by-同舟云学术

Multi-grid methods for Hamilton-Jacobi-Bellman equations

Published:1986-03 Issue:2-3 Volume:49 Page:239-254
ISSN:0029-599X
Container-title:Numerische Mathematik
language:en
Short-container-title:Numer. Math.

Author:

Hoppe Ronald H. W.

Publisher

Springer Science and Business Media LLC

Subject

Applied Mathematics,Computational Mathematics

Link

http://link.springer.com/article/10.1007/BF01389627/fulltext.html

Reference13 articles.

1. Bensoussan, A., Lions, J.-L.: Applications of variational inequalities in stochastic control. Amsterdam, New York, Oxford: North-Holland 1982

2. Bramble, J.H., Hubbard, B.E.: A theorem on error estimation for finite difference analogues of the Dirichlet problem for elliptic equations. Control. Diff. Eqn.2, 319?340 (1963)

3. Delebecque, F., Quadrat, J.P.: Optimal control of Markov chains admitting strong and weak interactions. Automatica17, 281?296 (1981)

4. Evans, L.C.: Classical solutions of the Hamilton-Jacobi-Bellman equation for uniformly elliptic operators. Trans. Am. Math. Soc.275, 245?255 (1983)

5. Fleming, W.H., Rishel, R.: Deterministic and stochastic optimal control Berlin, Heidelberg, New York: Springer 1975

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