OptimalL∞-Error Estimate of a Finite Element Method for Hamilton–Jacobi–Bellman Equations

DOI10.1080/01630560902987683MaRDI QIDQ3395165zbMATH OpenOpenAlexFDO

Authors M. Boulbrachene, P. Cortey-Dumont

Publication date 24 August 2009

Published in Numerical Functional Analysis and Optimization (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/01630560902987683

zbMATH Keywords

error estimatefinite elementHamilton-Jacobi-Bellman equationsquasivariational inequalities

Mathematics Subject Classification ID

Hamilton-Jacobi equations (35F21) Error bounds for boundary value problems involving PDEs (65N15) Finite element, Rayleigh-Ritz and Galerkin methods for boundary value problems involving PDEs (65N30)

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Cites work

• A variational inequality approach to the Bellman-Dirichlet equation for two elliptic operators
• Discrete maximum principles for finite element solutions of nonlinear elliptic problems with mixed boundary conditions
• scientific article; zbMATH DE number 3505708 (Why is no real title available?)
• Linear oblique derivative problems for the uniformly elliptic Hamilton- Jacobi-Bellman equation
• Maximum principle and uniform convergence for the finite element method
• Nonlinear eigenvalue problems in elliptic variational inequalities: some results for the maximal branch
• On finite element approximation in the \(L^{\infty}\)-norm of variational inequalities
• Optimal Control of Stochastic Integrals and Hamilton–Jacobi–Bellman Equations. I
• Résolution analytique des problèmes de Bellman-Dirichlet
• Sur l'Analyse Numérique des Equations de Hamilton-Jacobi-Bellman
• The finite element approximation of Hamilton-Jacobi-Bellman equations

Cited in

(11)

• \(L^\infty\)-error estimates of a finite element method for Hamilton-Jacobi-Bellman equations with nonlinear source terms with mixed boundary condition
• \(L^{\infty }\)-error estimate of a parabolic quasi-variational inequalities systems related to management of energy production problems via the subsolution concept
• Convergence of an Upwind Finite-Difference Scheme for Hamilton–Jacobi–Bellman Equation in Optimal Control
• \(L^{\infty}\) error estimate for a class of semilinear elliptic systems of quasi-variational inequalities
• On The Finite Element Approximation of Variational Inequalities with Noncoercive Operators
• Numerical analysis of strongly nonlinear PDEs
• On the Convergence of Finite Element Methods for Hamilton--Jacobi--Bellman Equations
• On finite element approximation of system of parabolic quasi-variational inequalities related to stochastic control problems
• Optimal \(L^{\infty}\)-error estimate for a system of elliptic quasi-variational inequalities with noncoercive operators
• L ∞−ASYMPTOTIC BEHAVIOR OF A FINITE ELEMENT METHOD FOR A SYSTEM OF PARABOLIC QUASI-VARIATIONAL INEQUALITIES WITH NONLINEAR SOURCE TERMS
• Extension of sufficient optimality conditions in the methods of Weierstrass and of Hamilton-Jacobi-Bellman

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