Interior estimates for second-order differences of solutions of finite-difference elliptic Bellman’s equations
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Publication:2840617
DOI10.1090/S0025-5718-2013-02684-1zbMath1269.49050OpenAlexW2064676733MaRDI QIDQ2840617
Publication date: 23 July 2013
Published in: Mathematics of Computation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1090/s0025-5718-2013-02684-1
Dynamic programming in optimal control and differential games (49L20) Discrete approximations in optimal control (49M25) Partial difference equations (39A14)
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Cites Work
- Interior estimates for the first-order differences for finite-difference approximations for elliptic Bellman's equations
- On the rate of convergence of difference approximations for uniformly nondegenerate elliptic Bellman's equations
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- The rate of convergence of finite-difference approximations for parabolic bellman equations with Lipschitz coefficients in cylindrical domains
- On factorizations of smooth nonnegative matrix-values functions and on smooth functions with values in polyhedra
- Controlled Markov processes and viscosity solutions
- A priori estimates of smoothness of solutions to difference Bellman equations with linear and quasi-linear operators
- Error bounds for monotone approximation schemes for parabolic Hamilton-Jacobi-Bellman equations
- Monge Ampère Equation: Applications to Geometry and Optimization
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