Interior estimates for the first-order differences for finite-difference approximations for elliptic Bellman's equations

DOI10.1007/s00245-011-9159-4zbMath1244.49053MaRDI QIDQ442565

Nicolai V. Krylov

Publication date: 1 August 2012

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

Full work available at URL: https://doi.org/10.1007/s00245-011-9159-4

zbMATH Keywords

finite differences; fully nonlinear elliptic equations; Bellman's equations

Mathematics Subject Classification ID

49L20: Dynamic programming in optimal control and differential games

49M25: Discrete approximations in optimal control