The theta time scheme combined with a finite-element spatial approximation in the evolutionary Hamilton-Jacobi-Bellman equation with linear source terms

DOI10.1007/s10598-014-9237-yzbMath1294.65093OpenAlexW1999522072MaRDI QIDQ740582

Mohamed Haiour, Salah Mahmoud Boulaaras

Publication date: 3 September 2014

Published in: Computational Mathematics and Modeling (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10598-014-9237-y

zbMATH Keywords

asymptotic behaviorstability analysisfinite-elementHJB equationtheta-scheme

Mathematics Subject Classification ID

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) PDEs in connection with control and optimization (35Q93) Numerical solution of discretized equations for initial value and initial-boundary value problems involving PDEs (65M22)

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Cites Work

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• \(L^{\infty }\)-asymptotic behavior for a finite element approximation in parabolic quasi-variational inequalities related to impulse control problem
• The finite element approximation of Hamilton--Jacobi--Bellman equations: The noncoercive case
• The finite element approximation of evolutionary Hamilton-Jacobi-Bellman equations with nonlinear source terms
• Higher order numerical solution of the integral equation for the two- dimensional Neumann problem
• Sur l'Analyse Numérique des Equations de Hamilton-Jacobi-Bellman
• Optimal Stochastic Switching and the Dirichlet Problem for the Bellman Equation
• The finite element approximation of Hamilton-Jacobi-Bellman equations

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