On the convergence rate of approximation schemes for Hamilton-Jacobi-Bellman Equations (Q4531296): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 10:36, 7 February 2024
scientific article; zbMATH DE number 1747333
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the convergence rate of approximation schemes for Hamilton-Jacobi-Bellman Equations |
scientific article; zbMATH DE number 1747333 |
Statements
On the convergence rate of approximation schemes for Hamilton-Jacobi-Bellman Equations (English)
0 references
29 May 2002
0 references
Hamilton-Jacobi-Bellman equation
0 references
viscosity solution
0 references
approximation
0 references
finite difference method
0 references
convergence
0 references
monotone approximation schemes
0 references
dynamic programming
0 references
