Interior estimates for the first-order differences for finite-difference approximations for elliptic Bellman's equations (Q442565): Difference between revisions

@@ Property / DOI @@
-.1007/s00245-011-9159-4
@@ Property / DOI: 10.1007/s00245-011-9159-4 / rank @@
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@@ Property / author @@
+Nicolai V. Krylov
@@ Property / author: Nicolai V. Krylov / rank @@
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+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
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@@ Property / full work available at URL @@
+https://doi.org/10.1007/s00245-011-9159-4
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+W2052635219
@@ Property / OpenAlex ID: W2052635219 / rank @@
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@@ Property / cites work @@
+Error bounds for monotone approximation schemes for parabolic Hamilton-Jacobi-Bellman equations
+Normal rank
@@ Property / cites work @@
+The rate of convergence of finite-difference approximations for parabolic bellman equations with Lipschitz coefficients in cylindrical domains
+Normal rank
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+Controlled Markov processes and viscosity solutions
+Normal rank
@@ Property / cites work @@
+Approximating value functions for controlled degenerate diffusion processes by using piece-wise constant policies.
+Normal rank
@@ Property / cites work @@
+The rate of convergence of finite-difference approximations for Bellman equations with Lipschitz coefficients
+Normal rank
@@ Property / cites work @@
+A priori estimates of smoothness of solutions to difference Bellman equations with linear and quasi-linear operators
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@@ Property / cites work @@
+On factorizations of smooth nonnegative matrix-values functions and on smooth functions with values in polyhedra
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@@ Property / cites work @@
+Q2703816
@@ Property / cites work: Q2703816 / rank @@
+Normal rank
@@ Property / DOI @@
+.1007/S00245-011-9159-4
@@ Property / DOI: 10.1007/S00245-011-9159-4 / rank @@
+Normal rank