On the non-existence of higher order monotone approximation schemes for HJB equations (Q900998): Difference between revisions

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Property / cites work: User’s guide to viscosity solutions of second order partial differential equations / rank
 
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Property / cites work: Maximal Use of Central Differencing for Hamilton–Jacobi–Bellman PDEs in Finance / rank
 
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Property / cites work: Numerical Methods for Nonlinear PDEs in Finance / rank
 
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Property / cites work: Q3355178 / rank
 
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Property / cites work: Nine-point difference solutions for Poisson's equation / rank
 
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Latest revision as of 07:49, 10 December 2024

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On the non-existence of higher order monotone approximation schemes for HJB equations
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    On the non-existence of higher order monotone approximation schemes for HJB equations (English)
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    23 December 2015
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    Hamilton-Jacobi-Bellman equation
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    monotone numerical schemes
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    order of consistency
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