Abstract
This paper is concerned with the piecewise linear finite element approximation of Hamilton-Jacobi-Bellman equations. We establish the optimal L-∞ error estimate, combining the concepts of subsolution and discrete regularity.
Original language | English |
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Pages (from-to) | 421-435 |
Number of pages | 15 |
Journal | Numerical Functional Analysis and Optimization |
Volume | 30 |
Issue number | 5-6 |
DOIs | |
Publication status | Published - May 2009 |
Keywords
- Error estimate
- Finite element
- Hamilton-Jacobi-Bellman equations
- Quasivariational inequalities
ASJC Scopus subject areas
- Analysis
- Signal Processing
- Computer Science Applications
- Control and Optimization