Convergent approximations in parabolic variational inequalities. II: Hamilton-Jacobi inequalities

DOI10.1007/BF01447762zbMath0497.65043OpenAlexW1972062602MaRDI QIDQ1170870

Joseph W. Jerome

Publication date: 1982

Published in: Applied Mathematics and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01447762

zbMATH Keywords

rate of convergencepenalty methodGalerkin approximationHamilton-Jacobi inequalitiessaddle- point payoffstwo person differential gamestwo-sided parabolic inequalities

Mathematics Subject Classification ID

Numerical optimization and variational techniques (65K10) Variational inequalities (49J40) Newton-type methods (49M15) Differential games (aspects of game theory) (91A23)

Related Items (1)

Iterative schemes for certain time-dependent problems of stochastic optimal control

Cites Work

• Uniform convergence of the horizontal line method for solutions and free boundaries in Stefan evolution inequalities
• Nonzero-Sum Stochastic Differential Games With Stopping Times and Free Boundary Problems
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