The finite element approximation of Hamilton--Jacobi--Bellman equations: The noncoercive case (Q702569)
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scientific article; zbMATH DE number 2128783
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The finite element approximation of Hamilton--Jacobi--Bellman equations: The noncoercive case |
scientific article; zbMATH DE number 2128783 |
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The finite element approximation of Hamilton--Jacobi--Bellman equations: The noncoercive case (English)
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17 January 2005
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Based on inverse monotonicity principles taken from literature the authors apply comparison solutions to generate \(L^\infty\) bounds for the solution. Further, convergence rate estimates for conforming linear finite elements are given.
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Hamilton-Jacobi-Bellman equation
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quasi-variational inequalities
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finite element
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error estimate
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inverse monotonicity principles
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convergence
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