scientific article

zbMath1125.65362MaRDI QIDQ3592246

Imran H. Biswas, Espen R. Jakobsen, Kenneth Hvistendahl Karlsen

Publication date: 12 September 2007

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

stabilityBellman equationviscosity solutionstochastic optimal controlerror estimateLévy processintegro-partial differential equationimplicit finite difference-quadrature scheme

Mathematics Subject Classification ID

Numerical optimization and variational techniques (65K10) Numerical methods for integral equations (65R20) Integro-partial differential equations (45K05) Other nonlinear integral equations (45G10) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25)

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On finite-difference approximations for normalized Bellman equations ⋮ Error estimates for approximate solutions to Bellman equations associated with controlled jump-diffusions

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