An iterative algorithm for a quasivariational inequality system related to HJB equation

Authors:
Shuzi Zhou;Zhanyong Zou
Affiliations:
Institute of Applied Mathematics, Hunan University, Changsha 410082, China;Institute of Applied Mathematics, Hunan University, Changsha 410082, China
Venue:
Journal of Computational and Applied Mathematics
Year:
2008

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Abstract

This paper presents a new iterative 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.