Hamilton-Jacobi-Bellman方程的区域分解算法

陈光华; 陈光明; 戴智华

doi:10.3879/j.issn.1000-0887.2010.12.010

Hamilton-Jacobi-Bellman方程的区域分解算法

doi: 10.3879/j.issn.1000-0887.2010.12.010

上海交通大学安泰经济与管理学院,上海 200052;2.上海交通大学机械与动力工程学院,上海 200240

详细信息

作者简介:
陈光华(1977- ),男,长沙人,博士生(联系人.E-mail:guanghuachen@sjtu.edu.cn).

中图分类号: O175.29; O241.82
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- 被引次数: 0
出版历程
- 收稿日期: 1900-01-01
- 修回日期: 2010-10-28
- 刊出日期: 2010-12-15

Modified Domain Decomposition Method for Hamilton-Jacobi-Bellman Equations

Antai College of Economics & Management, Shanghai Jiaotong University, Shanghai 200052, P. R. China;

摘要

摘要: 对离散Hamilton-Jacobi-Bellman方程提出了一类区域分解算法，并在合理的假设下证明了该算法的单调收敛性，数值结果表明该算法的有效性与准确性．
- 最优控制 /
- Hamilton-Jacobi-Bellman方程 /
- 变分不等式 /
- 区域分解法 /
- 收敛性
Abstract: Amodified domain decom position method for the numerical solution of discrete Hamilton-Jacobi-Bellman equations arising from a class of optimal controls with diffusion models.The convergence theorem was estab lished.Numerical results indicate the efficiency and accuracy of the method.
- optmial control /
- discrete Hamilton-Jacobi-Bellm an equations /
- variational inequality /
- modified domain decom position method /
- convergence

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参考文献(16)

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