A Narrow-stencil Finite Difference Method for Approximating Viscosity Solutions of Hamilton--Jacobi--Bellman Equations (Q4986815)
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scientific article; zbMATH DE number 7340690
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Narrow-stencil Finite Difference Method for Approximating Viscosity Solutions of Hamilton--Jacobi--Bellman Equations |
scientific article; zbMATH DE number 7340690 |
Statements
A Narrow-stencil Finite Difference Method for Approximating Viscosity Solutions of Hamilton--Jacobi--Bellman Equations (English)
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28 April 2021
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Hamilton-Jacobi-Bellman equations
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finite difference methods
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numerical operators
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fully nonlinear PDEs
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viscosity solutions
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generalized monotonicity
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numerical moment
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