On the rate of convergence of the finite-difference approximations for parabolic Bellman equations with constant coefficients (Q2391241)
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scientific article; zbMATH DE number 5586587
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| English | On the rate of convergence of the finite-difference approximations for parabolic Bellman equations with constant coefficients |
scientific article; zbMATH DE number 5586587 |
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On the rate of convergence of the finite-difference approximations for parabolic Bellman equations with constant coefficients (English)
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24 July 2009
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finite-difference approximations
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Bellman equations
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fully nonlinear equations
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maximum principle
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comparison principle
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Bellman's principle
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0.9778216
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0.9637033
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0.9509702
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0.95042586
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0.9361326
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0.9104166
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0.90755177
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