Browsing Computer Science by Subject "Hamilton-Jacobi-Bellman-Isaacs Equations"
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Monotone Numerical Methods for Nonlinear Systems and Second Order Partial Differential Equations
(University of Waterloo, 2015-07-28)Multigrid methods are numerical solvers for partial differential equations (PDEs) that systematically exploit the relationship between approximate solutions on multiple grids to arrive at a solution whose accuracy is ... -
Multigrid Methods for Hamilton-Jacobi-Bellman and Hamilton-Jacobi-Bellman-Isaacs Equations
(University of Waterloo, 2011-06-28)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 ...