Sur l'Analyse Numérique des Equations de Hamilton‐Jacobi‐Bellman
P. Cortey-Dumont, Jean-Claude Nédélec · Mathematical Methods in the Applied Sciences · 1987
Abstract We show the convergence in the L∞ norm of the approximation by finite element of the Hamilton‐Jacobi‐Bellman equation. equation image The proof uses the subsolution's method and the notion of discret regularity. Since the submission, the optimal result has been obtained.