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 language | English |
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Pages (from-to) | 261-269 |
Number of pages | 9 |
Journal | Applied Mathematics and Information Sciences |
Volume | 4 |
Issue number | 2 |
Publication status | Published - 2010 |
Keywords
- Contraction
- Error estimate
- Finite element
- HJB equations
ASJC Scopus subject areas
- Analysis
- Numerical Analysis
- Computer Science Applications
- Computational Theory and Mathematics
- Applied Mathematics