Error Bounds for Monotone Approximation Schemes for Hamilton--Jacobi--Bellman Equations (Q5700282)

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scientific article; zbMATH DE number 2220016
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    Error Bounds for Monotone Approximation Schemes for Hamilton--Jacobi--Bellman Equations
    scientific article; zbMATH DE number 2220016

      Statements

      Error Bounds for Monotone Approximation Schemes for Hamilton--Jacobi--Bellman Equations (English)
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      28 October 2005
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      Hamilton-Jacobi-Bellman equations
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      switching system
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      viscosity solution
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      approximation schemes
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      finite difference methods
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      convergence
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      error bound
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      smooth supersolutions
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