Interior estimates for second-order differences of solutions of finite-difference elliptic Bellman’s equations (Q2840617): Difference between revisions

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-Nicolai V. Krylov
@@ Property / author: Nicolai V. Krylov / rank @@
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@@ Property / author @@
+Nicolai V. Krylov
@@ Property / author: Nicolai V. Krylov / rank @@
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+MaRDI publication profile
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@@ Property / cites work @@
+Error bounds for monotone approximation schemes for parabolic Hamilton-Jacobi-Bellman equations
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@@ Property / cites work @@
+Monge Ampère Equation: Applications to Geometry and Optimization
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+The rate of convergence of finite-difference approximations for parabolic bellman equations with Lipschitz coefficients in cylindrical domains
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+Controlled Markov processes and viscosity solutions
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@@ Property / cites work @@
+Q3712656
@@ Property / cites work: Q3712656 / rank @@
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@@ Property / cites work @@
+Q3791777
@@ Property / cites work: Q3791777 / rank @@
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@@ Property / cites work @@
+Approximating value functions for controlled degenerate diffusion processes by using piece-wise constant policies.
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@@ Property / cites work @@
+The rate of convergence of finite-difference approximations for Bellman equations with Lipschitz coefficients
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@@ 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 @@
+On a representation of fully nonlinear elliptic operators in terms of pure second order derivatives and its applications
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@@ Property / cites work @@
+Interior estimates for the first-order differences for finite-difference approximations for elliptic Bellman's equations
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@@ Property / cites work @@
+On the rate of convergence of difference approximations for uniformly nondegenerate elliptic Bellman's equations
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@@ Property / cites work @@
+Q2703816
@@ Property / cites work: Q2703816 / rank @@
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@@ Property / full work available at URL @@
+https://doi.org/10.1090/s0025-5718-2013-02684-1
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+W2064676733
@@ Property / OpenAlex ID: W2064676733 / rank @@
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@@ links / mardi / name / links / mardi / name @@
+Publication:2840617