The finite element approximation of Hamilton-Jacobi-Bellman equations
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Publication:5948766
DOI10.1016/S0898-1221(00)00334-5zbMath0988.65092MaRDI QIDQ5948766
Mohamed Haiour, Messaoud Boulbrachene
Publication date: 12 November 2001
Published in: Computers \& Mathematics with Applications (Search for Journal in Brave)
Variational inequalities (49J40) First-order nonlinear hyperbolic equations (35L60) Finite element, Rayleigh-Ritz and Galerkin methods for initial value and initial-boundary value problems involving PDEs (65M60) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25)
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Cites Work
- On finite element approximation in the \(L^{\infty}\)-norm of variational inequalities
- Multi-grid methods for Hamilton-Jacobi-Bellman equations
- Finite element methods (Part 1)
- Maximum principle and uniform convergence for the finite element method
- Sur l'Analyse Numérique des Equations de Hamilton-Jacobi-Bellman
- Optimal Stochastic Switching and the Dirichlet Problem for the Bellman Equation
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