On the rate of convergence of finite-difference approximations for elliptic Isaacs equations in smooth domains
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Publication:3448236
Abstract: We show that the there exists an algebraic rate of convergence of solutions of finite-difference approximations for uniformly elliptic Isaacs in smooth bounded domains.
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Cited in
(11)- On the independence of the value function for stochastic differential games of the probability space
- Approximating the value functions for stochastic differential games with the ones having bounded second derivatives
- Numerical analysis of strongly nonlinear PDEs
- Min-max formulas for nonlocal elliptic operators
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