Error bounds for monotone approximation schemes for parabolic Hamilton-Jacobi-Bellman equations (Q3592681)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Error bounds for monotone approximation schemes for parabolic Hamilton-Jacobi-Bellman equations |
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Error bounds for monotone approximation schemes for parabolic Hamilton-Jacobi-Bellman equations (English)
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13 September 2007
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error bounds
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parabolic Hamilton-Jacobi-Bellman equations
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approximation schemes
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finite difference methods
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viscosity solutions
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splitting methods
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convergence
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Crank-Nicholson method
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