Convergent approximations in parabolic variational inequalities. II: Hamilton-Jacobi inequalities

DOI10.1007/BF01447762zbMath0497.65043MaRDI QIDQ1170870

Joseph W. Jerome

Publication date: 1982

Published in: Applied Mathematics and Optimization (Search for Journal in Brave)

zbMATH Keywords

rate of convergence; penalty method; Galerkin approximation; Hamilton-Jacobi inequalities; saddle- point payoffs; two person differential games; two-sided parabolic inequalities

Mathematics Subject Classification ID

65K10: Numerical optimization and variational techniques

49J40: Variational inequalities

49M15: Newton-type methods

91A23: Differential games (aspects of game theory)