(1.College of Mathematics and Econometrics, Hunan Univ, Changsha, Hunan 410082, China; 2.College of Mathematics and Information Science,Jiangxi Normal Univ,Nanchang,Jiangxi 330022,China) 在知网中查找 在百度中查找 在本站中查找
A nonlinear SOR iteration method was used to solve a kind of HJB equation. The method is an extension of SOR iteration method from linear problem to HJB equation. Under proper conditions, it has some good monotone convergences.
