scientific article

zbMath1110.49026arXivmath/0409389MaRDI QIDQ3431983

Espen R. Jakobsen

Publication date: 13 April 2007

Full work available at URL: https://arxiv.org/abs/math/0409389

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zbMATH Keywords

finite difference methodvariational inequalityviscosity solutionconvergence ratepenalization methodobstacle problemHamilton-Jacobi-Bellman-Isaacs equationcontrol schemenonlinear degenerate elliptic equation

Mathematics Subject Classification ID

Dynamic programming in optimal control and differential games (49L20) Error bounds for initial value and initial-boundary value problems involving PDEs (65M15) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25)

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