Error Bounds for Monotone Approximation Schemes for Hamilton--Jacobi--Bellman Equations (Q5700282): Difference between revisions

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Latest revision as of 04:38, 7 March 2024

scientific article; zbMATH DE number 2220016
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English
Error Bounds for Monotone Approximation Schemes for Hamilton--Jacobi--Bellman Equations
scientific article; zbMATH DE number 2220016

    Statements

    Error Bounds for Monotone Approximation Schemes for Hamilton--Jacobi--Bellman Equations (English)
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    28 October 2005
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    Hamilton-Jacobi-Bellman equations
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    switching system
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    viscosity solution
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    approximation schemes
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    finite difference methods
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    convergence
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    error bound
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    smooth supersolutions
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