Convergent approximations in parabolic variational inequalities. II: Hamilton-Jacobi inequalities (Q1170870)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Convergent approximations in parabolic variational inequalities. II: Hamilton-Jacobi inequalities |
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Convergent approximations in parabolic variational inequalities. II: Hamilton-Jacobi inequalities (English)
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1982
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two-sided parabolic inequalities
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saddle- point payoffs
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two person differential games
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rate of convergence
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Hamilton-Jacobi inequalities
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penalty method
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Galerkin approximation
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