On factorizations of smooth nonnegative matrix-values functions and on smooth functions with values in polyhedra

DOI10.1007/s00245-008-9040-2zbMath1183.15011arXiv0706.0192OpenAlexW2043684534WikidataQ114230609 ScholiaQ114230609MaRDI QIDQ2391243

Nicolai V. Krylov

Publication date: 24 July 2009

Published in: Applied Mathematics and Optimization (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0706.0192

zbMATH Keywords

polyhedrafinite-difference approximationsdiagonally dominant matrices

Mathematics Subject Classification ID

Optimal stochastic control (93E20) Canonical forms, reductions, classification (15A21)

Related Items (10)

On the Rate of Convergence of Finite-Difference Approximations for Elliptic Isaacs Equations in Smooth Domains ⋮ On finite-difference approximations for normalized Bellman equations ⋮ Poisson stochastic process and basic Schauder and Sobolev estimates in the theory of parabolic equations ⋮ Interior estimates for the first-order differences for finite-difference approximations for elliptic Bellman's equations ⋮ Finite difference schemes for stochastic partial differential equations in Sobolev spaces ⋮ Accelerated finite difference schemes for second order degenerate elliptic and parabolic problems in the whole space ⋮ On a representation of fully nonlinear elliptic operators in terms of pure second order derivatives and its applications ⋮ First derivatives estimates for finite-difference schemes ⋮ On the rate of convergence of difference approximations for uniformly nondegenerate elliptic Bellman's equations ⋮ Interior estimates for second-order differences of solutions of finite-difference elliptic Bellman’s equations

Cites Work

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• The rate of convergence of finite-difference approximations for parabolic bellman equations with Lipschitz coefficients in cylindrical domains
• A priori estimates of smoothness of solutions to difference Bellman equations with linear and quasi-linear operators
• Error bounds for monotone approximation schemes for parabolic Hamilton-Jacobi-Bellman equations
• A fast algorithm for the two dimensional HJB equation of stochastic control
• On the Factorization of Non-Negative Definite Matrices
• On the Approximation of Linear Elliptic Differential Equations by Difference Equations with Positive Coefficients

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