On the convergence rate of approximation schemes for Hamilton-Jacobi-Bellman Equations (Q4531296)
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scientific article; zbMATH DE number 1747333
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| English | On the convergence rate of approximation schemes for Hamilton-Jacobi-Bellman Equations |
scientific article; zbMATH DE number 1747333 |
Statements
On the convergence rate of approximation schemes for Hamilton-Jacobi-Bellman Equations (English)
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29 May 2002
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Hamilton-Jacobi-Bellman equation
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viscosity solution
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approximation
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finite difference method
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convergence
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monotone approximation schemes
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dynamic programming
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0.8589556813240051
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0.853023111820221
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0.8505350351333618
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