Error Bounds for Monotone Approximation Schemes for Hamilton--Jacobi--Bellman Equations
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Publication:5700282
convergenceapproximation schemeserror boundHamilton-Jacobi-Bellman equationsviscosity solutionfinite difference methodsswitching systemsmooth supersolutions
Second-order nonlinear hyperbolic equations (35L70) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25) 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)
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