论文信息 - Multi-grid methods for Hamilton-Jacobi-Bellman equations

Multi-grid methods for Hamilton-Jacobi-Bellman equations

SummaryIn this paper we develop multi-grid algorithms for the numerical solution of Hamilton-Jacobi-Bellman equations. The proposed schemes result from a combination of standard multi-grid techniques and the iterative methods used by Lions and mercier in [11]. A convergence result is given and the efficiency of the algorithms is illustrated by some numerical examples.

R. Hoppe

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