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

Dong Han, Justin W. L. Wan. Multigrid Methods for Second Order Hamilton-Jacobi-Bellman and Hamilton-Jacobi-Bellman-Isaacs Equations. SIAM J. Scientific Computing, 35(5), 2013. [doi]

Abstract

Abstract is missing.