On the non-existence of higher order monotone approximation schemes for HJB equations (Q900998)
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scientific article; zbMATH DE number 6523917
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| English | On the non-existence of higher order monotone approximation schemes for HJB equations |
scientific article; zbMATH DE number 6523917 |
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On the non-existence of higher order monotone approximation schemes for HJB equations (English)
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23 December 2015
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Hamilton-Jacobi-Bellman equation
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monotone numerical schemes
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order of consistency
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0.8087610602378845
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0.7966585755348206
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0.7928876876831055
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0.791041374206543
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0.7849743366241455
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