SIAM Journal on Numerical Analysis, Vol. 51, No. 1 (2013), pp. 137-162 (26 pages) We study the convergence of monotone P1 finite element methods on unstructured meshes for fully nonlinear ...

A mixed finite element approximation of H² solutions to the fully nonlinear Hamilton-Jacobi-Bellman equation, with coefficients that satisfy the Cordes condition, is ...

Without resorting to dynamic programming, we determine the decumulation strategy for the holder of a defined contribution pension plan. We formulate this as a constrained stochastic optimal control ...

The study of evolutionary dynamics has increasingly drawn upon sophisticated mathematical frameworks to model the adaptive processes of populations. In recent decades, Hamilton-Jacobi equations have ...