Interior estimates for the first-order differences for finite-difference approximations for elliptic Bellman's equations
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Publication:442565
DOI10.1007/S00245-011-9159-4zbMATH Open1244.49053OpenAlexW2052635219MaRDI QIDQ442565FDOQ442565
Authors: N. 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
Dynamic programming in optimal control and differential games (49L20) Discrete approximations in optimal control (49M25)
Cites Work
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- Error bounds for monotone approximation schemes for parabolic Hamilton-Jacobi-Bellman equations
- The rate of convergence of finite-difference approximations for Bellman equations with Lipschitz coefficients
- The rate of convergence of finite-difference approximations for parabolic bellman equations with Lipschitz coefficients in cylindrical domains
- On factorizations of smooth nonnegative matrix-values functions and on smooth functions with values in polyhedra
- A priori estimates of smoothness of solutions to difference Bellman equations with linear and quasi-linear operators
Cited In (3)
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