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Hamilton-Jacobi-Bellman Quasi-Variational Inequality arising in an environmental problem and its numerical discretization.
Hidekazu Yoshioka
Yuta Yaegashi
Yumi Yoshioka
Kunihiko Hamagami
Published in:
Comput. Math. Appl. (2019)
Keyphrases
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variational inequalities
sensitivity analysis
variational inequality problems
primal dual
convex sets
hamilton jacobi bellman
fixed point
optimal control
nash equilibrium
image processing
boundary conditions
nonlinear systems
finite difference