On the Convergence of Finite Element Methods for Hamilton--Jacobi--Bellman Equations (Q4918800)
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scientific article; zbMATH DE number 6160990
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| English | On the Convergence of Finite Element Methods for Hamilton--Jacobi--Bellman Equations |
scientific article; zbMATH DE number 6160990 |
Statements
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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0.9609105
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0.9415879
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0.9406933
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0.9391054
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0.9340218
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0.93348384
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0.92479426
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0.92468977
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0.92153466
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