Finite element approximation of Hamilton-Jacobi-Bellman equations with nonlinear mixed boundary conditions

DOI10.1093/IMANUM/DRAD013MaRDI QIDQ6629594zbMATH OpenFDO

Authors Bartosz Jaroszkowski, Max Jensen

Publication date 30 October 2024

Published in IMA Journal of Numerical Analysis (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1093/IMANUM/DRAD013

zbMATH Keywords

finite element methodsfully nonlinear equationsHamilton-Jacobi-Bellman equationsmixed boundary conditionsviscosity solutions

Mathematics Subject Classification ID

Numerical analysis (65-XX)

Cited in

(2)

• Finite difference schemes for Hamilton-Jacobi equation on the Wasserstein space on graphs
• Theory and numerical analysis of parabolic Hamilton-Jacobi-Bellman equations with nonlinear sources

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