Zhou, S.Z. and Chen, G.H. (2005) A Monotone Iterative Algorithm for a Discrete HJB Equation. Mathematica Applicata, 18, 639-643. (in Chinese)
has been cited by the following article:
TITLE: A New Scheme for Discrete HJB Equations
AUTHORS: Zhanyong Zou
KEYWORDS: Iterative Algorithm, Relaxation Scheme, HJB Equation, Convergence, Existence
JOURNAL NAME: Applied Mathematics, Vol.5 No.17, October 9, 2014
ABSTRACT: In this paper we propose a relaxation scheme for solving discrete HJB equations based on scheme II [1] of Lions and Mercier. The convergence of the new scheme has been established. Numerical example shows that the scheme is efficient.