Error Bounds for Monotone Approximation Schemes for Hamilton--Jacobi--Bellman Equations

DOI10.1137/S003614290343815XzbMath1092.65077MaRDI QIDQ5700282

Publication date: 28 October 2005

Published in: SIAM Journal on Numerical Analysis (Search for Journal in Brave)

convergence viscosity solution error bound Hamilton-Jacobi-Bellman equations finite difference methods approximation schemes switching system smooth supersolutions

Mathematics Subject Classification ID

Second-order nonlinear hyperbolic equations (35L70) Finite difference methods for initial value and initial-boundary value problems involving PDEs (65M06) Error bounds for initial value and initial-boundary value problems involving PDEs (65M15) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25)

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