On the Convergence of Finite Element Methods for Hamilton--Jacobi--Bellman Equations
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Publication:4918800
DOI10.1137/110856198zbMath1266.65166arXiv1111.5423OpenAlexW3099267538MaRDI QIDQ4918800
Publication date: 6 May 2013
Published in: SIAM Journal on Numerical Analysis (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1111.5423
finite element methodsHamilton-Jacobi-Bellman equationspartial differential equationsviscosity solutionsnonlinear Hamilton-Jacobi-Bellman equationsstochastic optimal control problems
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) Finite element, Rayleigh-Ritz and Galerkin methods for initial value and initial-boundary value problems involving PDEs (65M60) Viscosity solutions to PDEs (35D40)
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