Finite element methods for HJB equations

DOI10.1142/9789814338820_0010zbMATH Open1262.65074OpenAlexW2324092915MaRDI QIDQ4909933FDOQ4909933

Authors: M. Boulbrachene 

Publication date: 22 March 2013

Published in: Mathematics in Science and Technology (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1142/9789814338820_0010

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zbMATH Keywords

contractionerror estimatesfinite elementsHamilton-Jacobi-Bellman equationsquasivariational inequalitiesHJB equationssubsolutionsdiscrete regularity

Mathematics Subject Classification ID

Hamilton-Jacobi equations (35F21) Variational inequalities (49J40) Numerical methods for variational inequalities and related problems (65K15) Finite element, Rayleigh-Ritz and Galerkin methods for boundary value problems involving PDEs (65N30)

Cited In (6)

• Finite element methods with artificial diffusion for Hamilton-Jacobi-Bellman equations
• The finite element approximation of Hamilton-Jacobi-Bellman equations
• The finite element approximation of Hamilton--Jacobi--Bellman equations: The noncoercive case
• Tensor decomposition and high-performance computing for solving high-dimensional stochastic control system numerically
• The mixed finite element method for Hamilton-Jacobi-Bellman equations
• A finite element like scheme for integro-partial differential Hamilton-Jacobi-Bellman equations

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