Stability and convergence of second order backward differentiation schemes for parabolic Hamilton-Jacobi-Bellman equations (Q2038422)

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scientific article; zbMATH DE number 7368937
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    Stability and convergence of second order backward differentiation schemes for parabolic Hamilton-Jacobi-Bellman equations
    scientific article; zbMATH DE number 7368937

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      Stability and convergence of second order backward differentiation schemes for parabolic Hamilton-Jacobi-Bellman equations (English)
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      6 July 2021
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      Hamilton-Jacobi-Bellman equations
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      backward differentiation formula (BDF) scheme
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      eikonal equation
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