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

M. Boulbrachene, B. Chentouf

Research output: Contribution to journalArticle

9 Citations (Scopus)

### 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.

Original language English 585-592 8 Applied Mathematics and Computation 158 2 https://doi.org/10.1016/j.amc.2003.10.002 Published - Nov 5 2004

### Fingerprint

Hamilton-Jacobi-Bellman Equation
Finite Element Approximation
L-stability
Piecewise Linear Approximation
Error Estimates
Operator

### Keywords

• Discrete stability
• Error estimate
• Finite element
• Hamilton-Jacobi-Bellman equations
• Quasi-variational inequalities

### ASJC Scopus subject areas

• Applied Mathematics
• Computational Mathematics
• Numerical Analysis

### Cite this

In: Applied Mathematics and Computation, Vol. 158, No. 2, 05.11.2004, p. 585-592.

Research output: Contribution to journalArticle

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KW - Quasi-variational inequalities

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