The theta time scheme combined with a finite-element spatial approximation in the evolutionary Hamilton-Jacobi-Bellman equation with linear source terms (Q740582)
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scientific article; zbMATH DE number 6339397
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The theta time scheme combined with a finite-element spatial approximation in the evolutionary Hamilton-Jacobi-Bellman equation with linear source terms |
scientific article; zbMATH DE number 6339397 |
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The theta time scheme combined with a finite-element spatial approximation in the evolutionary Hamilton-Jacobi-Bellman equation with linear source terms (English)
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3 September 2014
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HJB equation
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theta-scheme
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finite-element
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stability analysis
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asymptotic behavior
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