OptimalL∞-Error Estimate of a Finite Element Method for Hamilton–Jacobi–Bellman Equations

DOI10.1080/01630560902987683zbMath1183.65137OpenAlexW1983471217MaRDI QIDQ3395165

Messaoud Boulbrachene, Ph. Cortey-Dumont

Publication date: 24 August 2009

Published in: Numerical Functional Analysis and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/01630560902987683

zbMATH Keywords

quasivariational inequalitiesfinite elementerror estimateHamilton-Jacobi-Bellman equations

Mathematics Subject Classification ID

Error bounds for boundary value problems involving PDEs (65N15) Finite element, Rayleigh-Ritz and Galerkin methods for boundary value problems involving PDEs (65N30) Hamilton-Jacobi equations (35F21)

Related Items (8)

On The Finite Element Approximation of Variational Inequalities with Noncoercive Operators ⋮ \(L^{\infty }\)-error estimate of a parabolic quasi-variational inequalities systems related to management of energy production problems via the subsolution concept ⋮ Numerical analysis of strongly nonlinear PDEs ⋮ L ∞−ASYMPTOTIC BEHAVIOR OF A FINITE ELEMENT METHOD FOR A SYSTEM OF PARABOLIC QUASI-VARIATIONAL INEQUALITIES WITH NONLINEAR SOURCE TERMS ⋮ On finite element approximation of system of parabolic quasi-variational inequalities related to stochastic control problems ⋮ $L^{\infty}$ error estimate for a class of semilinear elliptic systems of quasi-variational inequalities ⋮ \(L^\infty\)-error estimates of a finite element method for Hamilton-Jacobi-Bellman equations with nonlinear source terms with mixed boundary condition ⋮ Optimal L ∞ -Error Estimate for a System of Elliptic Quasi-Variational Inequalities with Noncoercive Operators

Cites Work

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• Sur l'Analyse Numérique des Equations de Hamilton-Jacobi-Bellman
• Nonlinear eigenvalue problems in elliptic variational inequalities: some results for the maximal branch
• Optimal Control of Stochastic Integrals and Hamilton–Jacobi–Bellman Equations. I
• The finite element approximation of Hamilton-Jacobi-Bellman equations

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