High-order filtered schemes for time-dependent second order HJB equations (Q4579916)
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scientific article; zbMATH DE number 6916204
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | High-order filtered schemes for time-dependent second order HJB equations |
scientific article; zbMATH DE number 6916204 |
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High-order filtered schemes for time-dependent second order HJB equations (English)
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10 August 2018
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monotone schemes
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high-order schemes
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backward difference formulae
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viscosity solutions
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second order Hamilton-Jacobi-Bellman equations
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