Hamilton-Jacobi-Bellman方程的罚有限元估计

The Penalty-Finite Element Approximation of Hamilton-Jacobi-Bellman Epuations

本文的研究对象为Hamilton-Jacobi-Bellman方程,在对该方程作出有限元估计的基础上利用罚有限元方法对其结果进行改进,并得出相应的收敛性和误差估计。

This paper deals with the penalty-finite element approximation of Hamilton-Jacobi-Bellman Equations. It is shown that convergence and quasi-optimal-error estimate are established, involving a weakly coupled system of quasi-variational inequalities for the solution of HJB equations.