Multi-grid methods for Hamilton-Jacobi-Bellman equations
- 1 March 1986
- journal article
- Published by Springer Nature in Numerische Mathematik
- Vol. 49 (2-3) , 239-254
- https://doi.org/10.1007/bf01389627
Abstract
No abstract availableKeywords
This publication has 7 references indexed in Scilit:
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- Classical solutions of the Hamilton-Jacobi-Bellman equation for uniformly elliptic operatorsTransactions of the American Mathematical Society, 1983
- Multigrid MethodsLecture Notes in Mathematics, 1982
- Optimal control of markov chains admitting strong and weak interactionsAutomatica, 1981
- Convergence of Multi-Grid Iterations Applied to Difference EquationsMathematics of Computation, 1980
- Deterministic and Stochastic Optimal ControlPublished by Springer Nature ,1975
- On the Approximation of Linear Elliptic Differential Equations by Difference Equations with Positive CoefficientsJournal of Mathematics and Physics, 1952