Analyse de l’algorithme multigrille FMGH de résolution d’équations d’Hamilton-Jacobi-Bellman-Reference-Cited by-同舟云学术

Analyse de l’algorithme multigrille FMGH de résolution d’équations d’Hamilton-Jacobi-Bellman

Published: Issue: Volume: Page:113-122
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Container-title:Analysis and Optimization of Systes
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Author:

Akian Marianne

Publisher

Springer Berlin Heidelberg

Link

http://link.springer.com/content/pdf/10.1007/BFb0120034.pdf

Reference17 articles.

1. M. Akian, Résolution numérique d’équations d’Hamilton-Jacobi-Bellman au moyen d’algorithmes multigrilles et d’itérations sur les politiques dans Analysis and optimisation of systems. Lecture notes in control and information sciences, no111. S. V., 1988.

2. M. Akian, Méthodes multigrilles en contrôle stochastique. Thèse de doctorat, Université Paris-Dauphine, 1990, à paraître.

3. R.E. Bank, A comparaison of two multilevel iterative methods for nonsymetric and indefinite elliptic finite element equations. Siam J. Numer. Anal., Vol 18, no 4, August 1981.

4. R.E. Bank, D.J. Rose, Analysis of a multilevel iterative method for nonlinear finite element equations. Math. Comp., 39, 453–465 (1982).

5. R. Bellman, S.E. Dreyfus, Applied dynamic programming. Princeton University Press 1962.

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