Stability and convergence of second order backward differentiation schemes for parabolic Hamilton-Jacobi-Bellman equations (Q2038422)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Stability and convergence of second order backward differentiation schemes for parabolic Hamilton-Jacobi-Bellman equations |
scientific article |
Statements
Stability and convergence of second order backward differentiation schemes for parabolic Hamilton-Jacobi-Bellman equations (English)
0 references
6 July 2021
0 references
Hamilton-Jacobi-Bellman equations
0 references
backward differentiation formula (BDF) scheme
0 references
eikonal equation
0 references
0 references
0 references
0 references
0 references
0 references
0 references