The mixed finite element method for Hamilton-Jacobi-Bellman equations
type: Item
instance of: scholarly article
zbMATH Open document ID: 0992.65104
author: Haiming Gu
publication date: 2002-01-24T00:00:00Z
Mathematics Subject Classification ID: 65M60
Mathematics Subject Classification ID: 65C30
Mathematics Subject Classification ID: 60H10
Mathematics Subject Classification ID: 60H35
Mathematics Subject Classification ID: 35K55
Mathematics Subject Classification ID: 91G60
Mathematics Subject Classification ID: 65M20
Mathematics Subject Classification ID: 65M15
zbMATH DE Number: 1694916
zbMATH Keywords: nonlinear parabolic equation
zbMATH Keywords: semidiscretization
zbMATH Keywords: mixed finite element method
zbMATH Keywords: stochastic differential equations
zbMATH Keywords: mathematical finance
zbMATH Keywords: Hamilton-Jacobi-Bellman equations
zbMATH Keywords: error estimates
MaRDI profile type: Publication
title: The mixed finite element method for Hamilton-Jacobi-Bellman equations
published in: Numerical Mathematics
description: scientific article; zbMATH DE number 1694916