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

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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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