On the Convergence of Finite Element Methods for Hamilton--Jacobi--Bellman Equations (Q4918800): Difference between revisions

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scientific article; zbMATH DE number 6160990
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On the Convergence of Finite Element Methods for Hamilton--Jacobi--Bellman Equations
scientific article; zbMATH DE number 6160990

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    On the Convergence of Finite Element Methods for Hamilton--Jacobi--Bellman Equations (English)
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    6 May 2013
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    partial differential equations
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    Hamilton-Jacobi-Bellman equations
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    finite element methods
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    viscosity solutions
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    nonlinear Hamilton-Jacobi-Bellman equations
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    stochastic optimal control problems
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