The finite element approximation of Hamilton-Jacobi-Bellman equations: The noncoercive case

M. Boulbrachene; B. Chentouf

doi:10.1016/j.amc.2003.10.002

The finite element approximation of Hamilton-Jacobi-Bellman equations: The noncoercive case

M. Boulbrachene^*, B. Chentouf

^*المؤلف المقابل لهذا العمل

Mathematics

نتاج البحث: المساهمة في مجلة › Article › مراجعة النظراء

10 اقتباسات (Scopus)

ملخص

This paper deals with the piecewise linear approximation of Hamilton-Jacobi-Bellman equations with noncoercive operators. We establish an L^∞-error estimate developing a very simple approach based mainly on a discrete L^∞-stability property with respect to the data for the corresponding discrete coercive problem.

اللغة الأصلية	English
الصفحات (من إلى)	585-592
عدد الصفحات	8
دورية	Applied Mathematics and Computation
مستوى الصوت	158
رقم الإصدار	2
المعرِّفات الرقمية للأشياء	https://doi.org/10.1016/j.amc.2003.10.002
حالة النشر	Published - نوفمبر 5 2004

ASJC Scopus subject areas

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10.1016/j.amc.2003.10.002

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title = "The finite element approximation of Hamilton-Jacobi-Bellman equations: The noncoercive case",

abstract = "This paper deals with the piecewise linear approximation of Hamilton-Jacobi-Bellman equations with noncoercive operators. We establish an L∞-error estimate developing a very simple approach based mainly on a discrete L∞-stability property with respect to the data for the corresponding discrete coercive problem.",

keywords = "Discrete stability, Error estimate, Finite element, Hamilton-Jacobi-Bellman equations, Quasi-variational inequalities",

author = "M. Boulbrachene and B. Chentouf",

year = "2004",

month = nov,

day = "5",

doi = "10.1016/j.amc.2003.10.002",

language = "English",

volume = "158",

pages = "585--592",

journal = "Applied Mathematics and Computation",

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TY - JOUR

T1 - The finite element approximation of Hamilton-Jacobi-Bellman equations

T2 - The noncoercive case

AU - Boulbrachene, M.

AU - Chentouf, B.

PY - 2004/11/5

Y1 - 2004/11/5

N2 - This paper deals with the piecewise linear approximation of Hamilton-Jacobi-Bellman equations with noncoercive operators. We establish an L∞-error estimate developing a very simple approach based mainly on a discrete L∞-stability property with respect to the data for the corresponding discrete coercive problem.

AB - This paper deals with the piecewise linear approximation of Hamilton-Jacobi-Bellman equations with noncoercive operators. We establish an L∞-error estimate developing a very simple approach based mainly on a discrete L∞-stability property with respect to the data for the corresponding discrete coercive problem.

KW - Discrete stability

KW - Error estimate

KW - Finite element

KW - Hamilton-Jacobi-Bellman equations

KW - Quasi-variational inequalities

UR - http://www.scopus.com/inward/record.url?scp=4744353286&partnerID=8YFLogxK

UR - http://www.scopus.com/inward/citedby.url?scp=4744353286&partnerID=8YFLogxK

U2 - 10.1016/j.amc.2003.10.002

DO - 10.1016/j.amc.2003.10.002

M3 - Article

AN - SCOPUS:4744353286

SN - 0096-3003

VL - 158

SP - 585

EP - 592

JO - Applied Mathematics and Computation

JF - Applied Mathematics and Computation

IS - 2

ER -

The finite element approximation of Hamilton-Jacobi-Bellman equations: The noncoercive case

ملخص

ASJC Scopus subject areas

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