On error bounds for approximation schemes for non-convex degenerate elliptic equations (Q1770939)
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scientific article; zbMATH DE number 2153703
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| English | On error bounds for approximation schemes for non-convex degenerate elliptic equations |
scientific article; zbMATH DE number 2153703 |
Statements
On error bounds for approximation schemes for non-convex degenerate elliptic equations (English)
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7 April 2005
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error bounds
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dynamic programming principle
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equations
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non-convex second-order equations
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monotone approximation schemes
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degenerate elliptic Isaacs equations
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finite difference methods
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viscosity solutions
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Hamilton-Jacobi-Bellman equations
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0.9376407
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0.93584526
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0.9317086
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0.92512655
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0.9136979
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0.9136141
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