The finite element approximation of Hamilton-Jacobi-Bellman equations (Q5948766)
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scientific article; zbMATH DE number 1671990
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The finite element approximation of Hamilton-Jacobi-Bellman equations |
scientific article; zbMATH DE number 1671990 |
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The finite element approximation of Hamilton-Jacobi-Bellman equations (English)
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12 November 2001
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This paper deals with the finite element approximation of Hamilton-Jacobi-Bellman (HJB) equations. The approximation is carried out by first approximating the HJB equation by a weakly coupled system of quasi-variational inequalities for the solution of which an iterative scheme of monotone kind is introduced and analyzed.
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finite element
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Hamilton-Jacobi-Bellman equations
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variational inequalities
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monoton iterative scheme
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