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  • Electronic Resource  (1)
  • CR: G1.8  (1)
  • 1
    Electronic Resource
    Electronic Resource
    Multi-grid methods for Hamilton-Jacobi-Bellman equations (1986)
    Springer
    Numerische Mathematik 49 (1986), S. 239-254 
    Details
    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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