A new proof for the existence and uniqueness of the discrete evolutionary HJB equations

DOI10.1016/J.AMC.2015.03.095MaRDI QIDQ1663380zbMATH OpenOpenAlexFDO

Authors Mohamed Haiour, Salah Boulaaras

Publication date 21 August 2018

Published in Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.amc.2015.03.095

zbMATH Keywords

finite elementsHJB equationsQVIsTheta scheme fixed point

Mathematics Subject Classification ID

Numerical optimization and variational techniques (65K10) Variational inequalities (49J40) Finite element, Rayleigh-Ritz and Galerkin methods for initial value and initial-boundary value problems involving PDEs (65M60)

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Cites work

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• Optimal Control of Stochastic Integrals and Hamilton–Jacobi–Bellman Equations. I
• Optimal Stochastic Switching and the Dirichlet Problem for the Bellman Equation
• Sur l'Analyse Numérique des Equations de Hamilton-Jacobi-Bellman
• The finite element approximation of Hamilton--Jacobi--Bellman equations: The noncoercive case
• The finite element approximation of Hamilton-Jacobi-Bellman equations
• The finite element approximation of evolutionary Hamilton-Jacobi-Bellman equations with nonlinear source terms
• \(L^{\infty }\)-asymptotic behavior for a finite element approximation in parabolic quasi-variational inequalities related to impulse control problem

Cited in

(10)

• \(L^{\infty}\)-error estimates of discontinuous Galerkin methods with theta time discretization scheme for an evolutionary HJB equations
• Doob'sω-transform of parabolic problem for fractional Laplacian
• Existence and uniqueness for Moore-Gibson-Thompson equation with, source terms, viscoelastic memory and integral condition
• An asymptotic behavior and a posteriori error estimates for the generalized overlapping domain decomposition method for diffusion equation with Robin boundary condition
• A new result of stability for thermoelastic-Bresse system of second sound related with forcing, delay, and past history terms
• Asymptotic behavior of solutions to free boundary problem with Tresca boundary conditions
• Solvability for a new class of Moore-Gibson-Thompson equation with viscoelastic memory, source terms, and integral condition
• A new error estimate on uniform norm of a parabolic variational inequality with nonlinear source terms via the subsolution concepts
• The theta time scheme combined with a finite-element spatial approximation in the evolutionary Hamilton-Jacobi-Bellman equation with linear source terms
• Optimal error estimates of a class of system of two quasi-variational inequalities

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