A new proof for the existence and uniqueness of the discrete evolutionary HJB equations
type: Item
instance of: scholarly article
title: A new proof for the existence and uniqueness of the discrete evolutionary HJB equations
zbMATH Open document ID: 1410.65365
author: Mohamed Haiour
author: Salah Boulaaras
published in: Applied Mathematics and Computation
publication date: 2018-08-21T00:00:00Z
Mathematics Subject Classification ID: 65M60
Mathematics Subject Classification ID: 49J40
Mathematics Subject Classification ID: 65K10
zbMATH DE Number: 6921517
zbMATH Keywords: QVIs
zbMATH Keywords: finite elements
zbMATH Keywords: Theta scheme fixed point
zbMATH Keywords: HJB equations
MaRDI profile type: Publication
full work available at URL: j.amc.2015.03.095
OpenAlex ID: W221582266
cites work: Q4199298
cites work: \(L^{\infty }\)-asymptotic behavior for a finite element approximation in parabolic quasi-variational inequalities related to impulse control problem
cites work: The finite element approximation of evolutionary Hamilton-Jacobi-Bellman equations with nonlinear source terms
cites work: The finite element approximation of Hamilton-Jacobi-Bellman equations
cites work: Q3713507
cites work: The finite element approximation of Hamilton--Jacobi--Bellman equations: The noncoercive case
cites work: Sur l'Analyse Numérique des Equations de Hamilton-Jacobi-Bellman
cites work: Q4086303
cites work: Optimal Stochastic Switching and the Dirichlet Problem for the Bellman Equation
cites work: Optimal Control of Stochastic Integrals and Hamilton–Jacobi–Bellman Equations. I
cites work: Q3923524
cites work: Q4303980
DOI: 10.1016/J.AMC.2015.03.095
description: scientific article; zbMATH DE number 6921517