本文对HJB方程的拟变分不等式组提出一种迭代算法,并给出此算法在一定的条件下的单调性定理和证明,数值试验表明此法有效的.
This paper presents an iterative scheme for a quasivariational inequality system related HJB equation. The convergence theorems have been established. Numerical example shows the algorithm is efficient.