Finite element methods for isotropic Isaacs equations with viscosity and strong Dirichlet boundary conditions
DOI10.1007/s00245-022-09860-5zbMath1489.65144arXiv2105.02284OpenAlexW3158654509MaRDI QIDQ2128614
Bartosz Jaroszkowski, Max Jensen
Publication date: 22 April 2022
Published in: Applied Mathematics and Optimization (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2105.02284
boundary conditionsviscosity solutionfinite element methodsBellman equationsfully nonlinearIsaacs equations
Nonlinear parabolic equations (35K55) Degenerate parabolic equations (35K65) Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs (65M12) Stochastic games, stochastic differential games (91A15) Finite element, Rayleigh-Ritz and Galerkin methods for initial value and initial-boundary value problems involving PDEs (65M60) PDEs with randomness, stochastic partial differential equations (35R60) PDEs in connection with game theory, economics, social and behavioral sciences (35Q91) Viscosity solutions to PDEs (35D40)
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