A Penalty-Based Method for Solving a Discrete HJB Complementarity Problem

Kai ZHANG, Xiaoqi Yang, Song WANG

Research output: Journal article publication › Journal article › Academic research › peer-review

Original language	English
Pages (from-to)	99-117
Number of pages	19
Journal	Pacific Journal of Optimization
Volume	20
Issue number	1
DOIs	https://doi.org/10.61208/pjo-2023-011
Publication status	Published - Jun 2024

More information

@article{dcccb721d74644ef9660eb28a736c060,

title = "A Penalty-Based Method for Solving a Discrete HJB Complementarity Problem",

author = "Kai ZHANG and Xiaoqi Yang and Song WANG",

year = "2024",

month = jun,

doi = "10.61208/pjo-2023-011",

language = "English",

volume = "20",

pages = "99--117",

journal = "Pacific Journal of Optimization",

issn = "1348-9151",

publisher = "Yokohama Publications",

number = "1",

}