On finite element approximation of system of parabolic quasi-variational inequalities related to stochastic control problems (Q4966837)
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scientific article; zbMATH DE number 7074359
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On finite element approximation of system of parabolic quasi-variational inequalities related to stochastic control problems |
scientific article; zbMATH DE number 7074359 |
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On finite element approximation of system of parabolic quasi-variational inequalities related to stochastic control problems (English)
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27 June 2019
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parabolic quasi-variational inequalities
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Hamilton-Jacobi-Bellman equation
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finite element methods
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subsolutions method
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\(L^\infty\)-asymptotic behavior
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asymptotic behavior
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orthogonal polynomials and special functions
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