A contraction approach for noncoercive hamilton-jacobi-bellman equations

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1 Citation (Scopus)

Abstract

We characterize both the continuous and finite element approximate solution of noncoercive Hamilton-Jacobi-Bellman equation as fixed points of contractions. We also derive L-error estimate of the approximation.

Original languageEnglish
Pages (from-to)261-269
Number of pages9
JournalApplied Mathematics and Information Sciences
Volume4
Issue number2
Publication statusPublished - 2010

Keywords

  • Contraction
  • Error estimate
  • Finite element
  • HJB equations

ASJC Scopus subject areas

  • Applied Mathematics
  • Numerical Analysis
  • Analysis
  • Computer Science Applications
  • Computational Theory and Mathematics

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