摘要
本文对关于HJB方程的拟变分不等式提出了松弛算法,也给出了基于上述算法的区域分解方法,并建立了相应的收敛性定理.
This paper presents a relaxation algorithm for a quasivariational inequality system related to HJB equation. A domain decomposition method based on this algorithm is proposed. The convergence theorems have been established.
出处
《应用数学》
CSCD
北大核心
2007年第2期433-440,共8页
Mathematica Applicata
基金
Supported by the National Natural Science Foundation of China(10571046)
关键词
松弛算法
拟变分不等式
HJB方程
区域分解
Relaxation algorithm
Quasivariational inequality
HJB equation
Domain decomposition
