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

M. Boulbrachene; B. Chentouf

doi:10.1016/j.amc.2003.10.002

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

M. Boulbrachene^*, B. Chentouf

^*Corresponding author for this work

Mathematics

Research output: Contribution to journal › Article › peer-review

10 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
Pages (from-to)	585-592
Number of pages	8
Journal	Applied Mathematics and Computation
Volume	158
Issue number	2
DOIs	https://doi.org/10.1016/j.amc.2003.10.002
Publication status	Published - Nov 5 2004

Keywords

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

ASJC Scopus subject areas

Computational Mathematics
Applied Mathematics

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10.1016/j.amc.2003.10.002

Cite this

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title = "The finite element approximation of Hamilton-Jacobi-Bellman equations: The noncoercive case",

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.",

keywords = "Discrete stability, Error estimate, Finite element, Hamilton-Jacobi-Bellman equations, Quasi-variational inequalities",

author = "M. Boulbrachene and B. Chentouf",

year = "2004",

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T2 - The noncoercive case

AU - Boulbrachene, M.

AU - Chentouf, B.

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Y1 - 2004/11/5

N2 - 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.

AB - 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.

KW - Discrete stability

KW - Error estimate

KW - Finite element

KW - Hamilton-Jacobi-Bellman equations

KW - Quasi-variational inequalities

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ER -

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

Abstract

Keywords

ASJC Scopus subject areas

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