On the Convergence of Finite Element Methods for Hamilton--Jacobi--Bellman Equations
Author:
Publisher
Society for Industrial & Applied Mathematics (SIAM)
Subject
Numerical Analysis,Applied Mathematics,Computational Mathematics
Link
http://epubs.siam.org/doi/pdf/10.1137/110856198
Reference24 articles.
1. Error bounds for monotone approximation schemes for parabolic Hamilton-Jacobi-Bellman equations
2. Exit Time Problems in Optimal Control and Vanishing Viscosity Method
3. Convergence of approximation schemes for fully nonlinear second order equations
4. Some Convergence Results for Howard's Algorithm
5. 𝒞⁰ penalty methods for the fully nonlinear Monge-Ampère equation
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