Discontinuous Galerkin finite element approximation of Hamilton-Jacobi-Bellman equations with Cordès coefficients

We propose an hp-version discontinuous Galerkin finite element method for fully nonlinear second-order elliptic Hamilton-Jacobi-Bellman equations with Cordès coefficients. The method is proven to be consistent and stable, with convergence rates that are optimal with respect to mesh size, and subopti...