Electronic Resource
Springer
Numerische Mathematik
49 (1986), S. 239-254
ISSN:
0945-3245
Keywords:
AMS(MOS): 65N20
;
CR: G1.8
Source:
Springer Online Journal Archives 1860-2000
Topics:
Mathematics
Notes:
Summary In 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.
Type of Medium:
Electronic Resource
URL:
http://dx.doi.org/10.1007/BF01389627
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