Error Bounds for Monotone Approximation Schemes for Hamilton--Jacobi--Bellman Equations (Q5700282)
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scientific article; zbMATH DE number 2220016
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Error Bounds for Monotone Approximation Schemes for Hamilton--Jacobi--Bellman Equations |
scientific article; zbMATH DE number 2220016 |
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Error Bounds for Monotone Approximation Schemes for Hamilton--Jacobi--Bellman Equations (English)
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28 October 2005
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Hamilton-Jacobi-Bellman equations
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switching system
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viscosity solution
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approximation schemes
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finite difference methods
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convergence
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error bound
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smooth supersolutions
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