scientific article; zbMATH DE number 5142606

MaRDI QIDQ3431983zbMATH OpenFDO

Authors Espen R. Jakobsen

Publication date 13 April 2007

Full work available at URL https://arxiv.org/abs/math/0409389

zbMATH Keywords

control schemeconvergence ratefinite difference methodHamilton-Jacobi-Bellman-Isaacs equationnonlinear degenerate elliptic equationobstacle problempenalization methodvariational inequalityviscosity solution

Mathematics Subject Classification ID

Dynamic programming in optimal control and differential games (49L20) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25) Error bounds for initial value and initial-boundary value problems involving PDEs (65M15)

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Cited in

(14)

• A penalty scheme and policy iteration for nonlocal HJB variational inequalities with monotone nonlinearities
• Finite element methods for isotropic Isaacs equations with viscosity and strong Dirichlet boundary conditions
• Error estimates for approximations of nonlinear uniformly parabolic equations
• Error bound between monotone difference schemes and their modified equations
• Numerical analysis of strongly nonlinear PDEs
• On the rate of convergence for monotone numerical schemes for nonlocal Isaacs equations
• Convergence of a semi-discretization scheme for the Hamilton-Jacobi equation: a new approach with the adjoint method
• Error estimates of penalty schemes for quasi-variational inequalities arising from impulse control problems
• Finite element approximation of the Isaacs equation
• A penalty scheme for monotone systems with interconnected obstacles: convergence and error estimates
• Error Bounds for Monotone Approximation Schemes for Hamilton--Jacobi--Bellman Equations
• Precise error bounds for numerical approximations of fractional HJB equations
• Error estimates for approximations of nonhomogeneous nonlinear uniformly elliptic equations
• Exponentially growing solutions of parabolic Isaacs' equations

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