High-order filtered schemes for time-dependent second order HJB equations (Q4579916)

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scientific article; zbMATH DE number 6916204
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High-order filtered schemes for time-dependent second order HJB equations
scientific article; zbMATH DE number 6916204

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    High-order filtered schemes for time-dependent second order HJB equations (English)
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    10 August 2018
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    monotone schemes
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    high-order schemes
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    backward difference formulae
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    viscosity solutions
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    second order Hamilton-Jacobi-Bellman equations
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