An algorithmic approach for noncoercive HJB equations

MaRDI QIDQ3551183zbMATH OpenFDO

Authors M. Boulbrachene

Publication date 15 April 2010

Full work available at URL http://www.m-hikari.com/imf-password2009/29-32-2009/index.html

zbMATH Keywords

\(L^\infty-\)error estimatesfinite elementsgeometrical convergenceHamilton-Jacobi-Bellman equationiterative scheme

Mathematics Subject Classification ID

Hamilton-Jacobi equations (35F21) Stability and convergence of numerical methods for boundary value problems involving PDEs (65N12) Finite element, Rayleigh-Ritz and Galerkin methods for boundary value problems involving PDEs (65N30)

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Cited in

(4)

• A neural network-based policy iteration algorithm with global \(H^2\)-superlinear convergence for stochastic games on domains
• Finite element methods for HJB equations
• scientific article; zbMATH DE number 6178064 (Why is no real title available?)
• The finite element approximation of Hamilton--Jacobi--Bellman equations: The noncoercive case

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