Some regularity and convergence results for parabolic Hamilton-Jacobi-Bellman equations in bounded domains (Q2306692)

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Some regularity and convergence results for parabolic Hamilton-Jacobi-Bellman equations in bounded domains
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    Some regularity and convergence results for parabolic Hamilton-Jacobi-Bellman equations in bounded domains (English)
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    24 March 2020
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    parabolic Hamilton-Jacobi-Bellman equations
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    switching systems
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    viscosity solutions
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    Perron's method
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    monotone schemes
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    error bounds
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