Boundary treatment and multigrid preconditioning for semi-Lagrangian schemes applied to Hamilton-Jacobi-Bellman equations
<p>We analyse two practical aspects that arise in the numerical solution of Hamilton-Jacobi-Bellman (HJB) equations by a particular class of monotone approximation schemes known as semi-Lagrangian schemes, namely boundary treatment and multigrid preconditioning. These schemes make use of a w...
| প্রধান লেখক: | |
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| অন্যান্য লেখক: | |
| বিন্যাস: | গবেষণাপত্র |
| প্রকাশিত: |
2016
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