Discontinuous Galerkin Finite Element Approximation of Hamilton--Jacobi--Bellman Equations with Cordes Coefficients (Q5495220)

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scientific article; zbMATH DE number 6323500
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Discontinuous Galerkin Finite Element Approximation of Hamilton--Jacobi--Bellman Equations with Cordes Coefficients
scientific article; zbMATH DE number 6323500

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    Discontinuous Galerkin Finite Element Approximation of Hamilton--Jacobi--Bellman Equations with Cordes Coefficients (English)
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    31 July 2014
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    Hamilton-Jacobi-Bellman equations
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    \(hp\)-version discontinuous Galerkin finite element methods
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    Cordes condition
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    fully nonlinear equations
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    semismooth Newton methods
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    convergence
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    numerical experiment
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    computational efficiency
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