Some regularity and convergence results for parabolic Hamilton-Jacobi-Bellman equations in bounded domains

Athena Picarelli, Christoph Reisinger, Julen Rotaetxe Arto

We study the approximation of parabolic Hamilton-Jacobi-Bellman (HJB) equations in bounded domains with strong Dirichlet boundary conditions. We work under the assumption of the ex…