ON THE RATE OF CONVERGENCE OF APPROXIMATION SCHEMES FOR BELLMAN EQUATIONS ASSOCIATED WITH OPTIMAL STOPPING TIME PROBLEMS (Q3043554)
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scientific article; zbMATH DE number 2084100
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| English | ON THE RATE OF CONVERGENCE OF APPROXIMATION SCHEMES FOR BELLMAN EQUATIONS ASSOCIATED WITH OPTIMAL STOPPING TIME PROBLEMS |
scientific article; zbMATH DE number 2084100 |
Statements
ON THE RATE OF CONVERGENCE OF APPROXIMATION SCHEMES FOR BELLMAN EQUATIONS ASSOCIATED WITH OPTIMAL STOPPING TIME PROBLEMS (English)
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6 August 2004
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Hamilton-Jacobi-Bellman equation
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viscosity solution
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finite difference method
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0.8527184128761292
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0.8518607020378113
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0.8343386650085449
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0.821916937828064
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0.8189623951911926
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