An iterative algorithm for solving a kind of discrete HJB equation with <mml:math altimg="si1.gif" display="inline" overflow="scroll" xmlns:xocs="http://www.elsevier.com/xml/xocs/dtd" xmlns:xs="http://www.w3.org/2001/XMLSchema" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" xmlns="http://www.elsevier.com/xml/ja/dtd" xmlns:ja="http://www.elsevier.com/xml/ja/dtd" xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:tb="http://www.elsevier.com/xml/common/table/dtd" xmlns:sb="http://www.elsevier.com/xml/common/struct-bib/dtd" xmlns:ce="http://www.elsevier.com/xml/common/dtd" xmlns:xlink="http://www.w3.org/1999/xlink" xmlns:cals="http://www.elsevier.com/xml/common/cals/dtd"><mml:mi>M</mml:mi></mml:math>-functions-Reference-Cited by-同舟云学术

An iterative algorithm for solving a kind of discrete HJB equation with M-functions

Author:

Xu Hongru,Sun Zhe,Xie Shuilian

Publisher

Elsevier BV

Subject

Applied Mathematics

Reference10 articles.

3. Stochastic Controls: Hamilton Systems and HJB Equations;Yong,1998

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