Abstract
The finite element approximation of the Dirichlet problem for the Hamilton-Jacobi-Bellman (HJB) equation was studied. Several iterative methods of both sequential and parallel types were analyzed to solve the finite differential approximations. Error estimation was performed by combining the geometrical convergence of the iterative schemes with known uniform error estimates.
| Original language | English |
|---|---|
| Pages (from-to) | 993-1007 |
| Number of pages | 15 |
| Journal | Computers and Mathematics with Applications |
| Volume | 41 |
| Issue number | 7-8 |
| DOIs | |
| Publication status | Published - Apr 2001 |
ASJC Scopus subject areas
- Modelling and Simulation
- Computational Theory and Mathematics
- Computational Mathematics