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

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Property / arXiv ID: math/0601636 / rank
 
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Latest revision as of 08:58, 30 July 2024

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Error bounds for monotone approximation schemes for parabolic Hamilton-Jacobi-Bellman equations
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    Error bounds for monotone approximation schemes for parabolic Hamilton-Jacobi-Bellman equations (English)
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    13 September 2007
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    error bounds
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    parabolic Hamilton-Jacobi-Bellman equations
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    approximation schemes
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    finite difference methods
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    viscosity solutions
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    splitting methods
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    convergence
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    Crank-Nicholson method
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