An iterative algorithm for solving a kind of discrete HJB equation with M-functions

Hongru Xu, Zhe Sun, Shuilian Xie. An iterative algorithm for solving a kind of discrete HJB equation with M-functions. Appl. Math. Lett., 24(3):279-282, 2011. [doi]

Authors

Hongru Xu

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Zhe Sun

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Shuilian Xie

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