| Article ID: | iaor20113217 |
| Volume: | 61 |
| Issue: | 4 |
| Start Page Number: | 901 |
| End Page Number: | 907 |
| Publication Date: | Feb 2011 |
| Journal: | Computers and Mathematics with Applications |
| Authors: | Chen Guanghua, Chen Guangming |
| Keywords: | optimization, heuristics |
This paper presents a numerical algorithm based on a variational iterative approximation for the Hamilton–Jacobi–Bellman equation, and a domain decomposition technique based on this algorithm is also studied. The convergence theorems have been established. Numerical results indicate the efficiency and accuracy of the methods.