$L^1$-error estimates for numerical approximations of Hamilton-Jacobi-Bellman equations in dimension 1
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Publication:3584834
DOI10.1090/S0025-5718-10-02311-2zbMath1195.49040OpenAlexW2021225157MaRDI QIDQ3584834
Olivier Bokanowski, Hasnaa Zidani, Nicolas Forcadel
Publication date: 30 August 2010
Published in: Mathematics of Computation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1090/s0025-5718-10-02311-2
comparison principleHamilton-Jacobi-Bellman equationsfast marching methodanti-diffusive schemelower semicontinuous viscosity solutions\(L^1\)-error estimateultra-bee scheme
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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