Numerical approximation of a system of Hamilton-Jacobi-Bellman equations arising in innovation dynamics
DOI10.1007/s10915-022-01892-xzbMath1502.65111OpenAlexW4283814840WikidataQ114225552 ScholiaQ114225552MaRDI QIDQ2161812
Tsiry Avisoa Randrianasolo, Ľubomír Baňas, Herbert Dawid, Xingang Wen, Johannes Storn
Publication date: 5 August 2022
Published in: Journal of Scientific Computing (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10915-022-01892-x
collocation methodadaptive mesh refinementfinite difference approximationsHamilton-Jacobi-Bellman equationsstochastic gamesstabilized finite element methodleast-squares finite element methodinnovation dynamics
Numerical optimization and variational techniques (65K10) Spectral, collocation and related methods for boundary value problems involving PDEs (65N35) Finite element, Rayleigh-Ritz and Galerkin methods for boundary value problems involving PDEs (65N30) Finite difference methods for initial value and initial-boundary value problems involving PDEs (65M06) Stochastic games, stochastic differential games (91A15) Finite element, Rayleigh-Ritz and Galerkin methods for initial value and initial-boundary value problems involving PDEs (65M60) Multistep, Runge-Kutta and extrapolation methods for ordinary differential equations (65L06) Spectral, collocation and related methods for initial value and initial-boundary value problems involving PDEs (65M70) Mesh generation, refinement, and adaptive methods for boundary value problems involving PDEs (65N50) Finite difference methods for boundary value problems involving PDEs (65N06) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25) PDEs in connection with game theory, economics, social and behavioral sciences (35Q91)
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