On the convergence rate of approximation schemes for Hamilton-Jacobi-Bellman Equations (Q4531296): Difference between revisions

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Latest revision as of 10:10, 4 June 2024

scientific article; zbMATH DE number 1747333
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English
On the convergence rate of approximation schemes for Hamilton-Jacobi-Bellman Equations
scientific article; zbMATH DE number 1747333

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    On the convergence rate of approximation schemes for Hamilton-Jacobi-Bellman Equations (English)
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    29 May 2002
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    Hamilton-Jacobi-Bellman equation
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    viscosity solution
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    approximation
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    finite difference method
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    convergence
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    monotone approximation schemes
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    dynamic programming
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