On the rate of convergence of difference approximations for uniformly nondegenerate elliptic Bellman's equations
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Publication:742151
DOI10.1007/S00245-013-9228-YzbMath1297.65073arXiv1203.2905OpenAlexW2062055326MaRDI QIDQ742151
Publication date: 18 September 2014
Published in: Applied Mathematics and Optimization (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1203.2905
Numerical optimization and variational techniques (65K10) Finite difference methods for initial value and initial-boundary value problems involving PDEs (65M06) Second-order elliptic equations (35J15) Existence theories for optimal control problems involving ordinary differential equations (49J15)
Related Items (7)
On the Rate of Convergence of Finite-Difference Approximations for Elliptic Isaacs Equations in Smooth Domains ⋮ Convergence Rate of an Explicit Finite Difference Scheme for a Credit Rating Migration Problem ⋮ Numerical analysis of strongly nonlinear PDEs ⋮ On the existence of Wp2 solutions for fully nonlinear elliptic equations under either relaxed or no convexity assumptions ⋮ Convergence Rate Estimates for Aleksandrov's Solution to the Monge--Ampère Equation ⋮ Convergent finite difference methods for one-dimensional fully nonlinear second order partial differential equations ⋮ Interior estimates for second-order differences of solutions of finite-difference elliptic Bellman’s equations
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