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

Kai Zhang, Xiaoqi Yang and Song Wang

Pacific Journal of Optimization ›› 2024, Vol. 20 ›› Issue (1) : 11.

Pacific Journal of Optimization ›› 2024, Vol. 20 ›› Issue (1) : 11 . DOI: 10.61208/pjo-2023-011

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

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