On the non-existence of higher order monotone approximation schemes for HJB equations (Q900998): Difference between revisions
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| Property / cites work: Maximal Use of Central Differencing for Hamilton–Jacobi–Bellman PDEs in Finance / rank | |||
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Revision as of 05:43, 11 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the non-existence of higher order monotone approximation schemes for HJB equations |
scientific article |
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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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