\(L^\infty\)-error estimates of a finite element method for Hamilton-Jacobi-Bellman equations with nonlinear source terms with mixed boundary condition
DOI10.1515/dema-2021-0043OpenAlexW4205258816MaRDI QIDQ2063206
Madjda Miloudi, Mohamed Haiour, Samira Saadi
Publication date: 10 January 2022
Published in: Demonstratio Mathematica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1515/dema-2021-0043
algorithmcontractionfinite element\(L^\infty\)-error estimatefixed point Hamilton-Jacobi-Bellman equation
Fixed-point theorems (47H10) Contraction-type mappings, nonexpansive mappings, (A)-proper mappings, etc. (47H09) Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs (65M12) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Finite element, Rayleigh-Ritz, Galerkin and collocation methods for ordinary differential equations (65L60) Numerical methods for partial differential equations, initial value and time-dependent initial-boundary value problems (65Mxx)
Cites Work
- Unnamed Item
- \(L^{\infty }\)-asymptotic behavior for a finite element approximation in parabolic quasi-variational inequalities related to impulse control problem
- A variational inequality approach to the Bellman-Dirichlet equation for two elliptic operators
- Résolution analytique des problèmes de Bellman-Dirichlet
- \(L^{\infty}\)-error estimate for a system of elliptic quasi-variational inequalities with noncoercive operators
- OptimalL∞-Error Estimate of a Finite Element Method for Hamilton–Jacobi–Bellman Equations
- Sur l'Analyse Numérique des Equations de Hamilton-Jacobi-Bellman
- Optimal Stochastic Switching and the Dirichlet Problem for the Bellman Equation
- Optimal Control of Stochastic Integrals and Hamilton–Jacobi–Bellman Equations. I
- The finite element approximation of Hamilton-Jacobi-Bellman equations
This page was built for publication: \(L^\infty\)-error estimates of a finite element method for Hamilton-Jacobi-Bellman equations with nonlinear source terms with mixed boundary condition