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

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摘要

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.

论文关键词：Hamilton–Jacobi–Bellman equations,Quasi-variational inequalities,Finite element,Discrete stability,Error estimate

论文评审过程：Available online 29 November 2003.

论文官网地址：https://doi.org/10.1016/j.amc.2003.10.002