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A Contraction Approach for Noncoercive Hamilton-Jacobi-Bellman Equations |
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PP: 261-269 |
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Author(s) |
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Messaoud Boulbrachene,
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Abstract |
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| We characterize both the continuous and finite element approximate solution of noncoercive
Hamilton-Jacobi-Bellman equation as fixed points of contractions. We also
derive L1-error estimate of the approximation. |
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