Error bounds for monotone approximation schemes for parabolic Hamilton-Jacobi-Bellman equations (Q3592681): Difference between revisions

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+On the convergence rate of approximation schemes for Hamilton-Jacobi-Bellman Equations
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+Error Bounds for Monotone Approximation Schemes for Hamilton--Jacobi--Bellman Equations
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+A fast algorithm for the two dimensional HJB equation of stochastic control
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+Optimal Stochastic Switching and the Dirichlet Problem for the Bellman Equation
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+ON THE RATE OF CONVERGENCE OF APPROXIMATION SCHEMES FOR BELLMAN EQUATIONS ASSOCIATED WITH OPTIMAL STOPPING TIME PROBLEMS
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+Approximation schemes for viscosity solutions of Hamilton-Jacobi equations
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+Splitting methods for Hamilton‐Jacobi equations
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