  In this paper we apply the Fast Iterative Method (FIM) for solving general
Hamilton-Jacobi-Bellman (HJB) equations and we compare the results with an
accelerated version of the Fast Sweeping Method (FSM). We find that FIM can be
indeed used to solve HJB equations with no relevant modifications with respect
to the original algorithm proposed for the eikonal equation, and that it
overcomes FSM in many cases. Observing the evolution of the active list of
nodes for FIM, we recover another numerical validation of the arguments
recently discussed in [Cacace et al., SISC 36 (2014), A570-A587] about the
impossibility of creating local single-pass methods for HJB equations.
