The finite element approximation of Hamilton--Jacobi--Bellman equations: The noncoercive case
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Publication:702569
DOI10.1016/j.amc.2003.10.002zbMath1064.65049MaRDI QIDQ702569
Publication date: 17 January 2005
Published in: Applied Mathematics and Computation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.amc.2003.10.002
convergence; Hamilton-Jacobi-Bellman equation; finite element; error estimate; quasi-variational inequalities; inverse monotonicity principles
65K10: Numerical optimization and variational techniques
49J40: Variational inequalities
49M15: Newton-type methods