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20092024
most citedOn the Convergence of Finite Element Methods for Hamilton-Jacobi-Bellman Equations

60 citations · 102 across the 14 of their papers we have counts for

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Showing 2021 · math.NAShow all

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math.NA2021

Finite Element Approximation of Hamilton-Jacobi-Bellman equations with nonlinear mixed boundary conditions

Bartosz Jaroszkowski, Max Jensen

We show strong uniform convergence of monotone P1 finite element methods to the viscosity solution of isotropic parabolic Hamilton-Jacobi-Bellman equations with mixed boundary cond…

math.NA2021

Finite Element Methods for Isotropic Isaacs Equations with Viscosity and Strong Dirichlet Boundary Conditions

Bartosz Jaroszkowski, Max Jensen

We study monotone P1 finite element methods on unstructured meshes for fully non-linear, degenerately parabolic Isaacs equations with isotropic diffusions arising from stochastic g…