Multigrid Methods for Hamilton-Jacobi-Bellman and Hamilton-Jacobi-Bellman-Isaacs Equations

Multigrid Methods for Hamilton-Jacobi-Bellman and Hamilton-Jacobi-Bellman-Isaacs Equations

Show other versions (1)

We propose multigrid methods for solving Hamilton-Jacobi-Bellman (HJB) and Hamilton-Jacobi-Bellman-Isaacs (HJBI) equations. The methods are based on the full approximation scheme. We propose a damped-relaxation method as smoother for multigrid. In contrast with policy iteration, the relaxation schem...

Full description

Bibliographic Details
Main Author: Han, Dong
Language:en
Published: 2011
Subjects:
multigrid methods
full approximation scheme
relaxation scheme
policy iteration
Hamilton-Jacobi-Bellman Equations
Hamilton-Jacobi-Bellman-Isaacs Equations
jump in control
Computer Science
Online Access:http://hdl.handle.net/10012/6021

Internet

http://hdl.handle.net/10012/6021

Similar Items