Discontinuous Galerkin finite element methods for time-dependent Hamilton-Jacobi-Bellman equations with Cordes coefficients.
Iain SmearsEndre SüliPublished in: Numerische Mathematik (2016)
Keyphrases
- finite element methods
- hamilton jacobi bellman
- numerical solution
- partial differential equations
- finite difference
- differential equations
- hamilton jacobi
- optimal control
- control problems
- stochastic control
- dynamical systems
- nonlinear systems
- brownian motion
- finite element model
- wavelet coefficients
- anisotropic diffusion
- image denoising
- level set
- image processing
- finite element
- numerical methods
- approximate dynamic programming
- energy functional
- image enhancement
- reinforcement learning
- multiscale
- curve evolution
- linear program
- adaptive control
- control law
- linear programming
- lower bound