Error Bounds for Monotone Approximation Schemes for Hamilton-Jacobi-Bellman Equations
نویسندگان
چکیده
We obtain error bounds for monotone approximation schemes of Hamilton-Jacobi-Bellman equations. These bounds improve previous results of Krylov and the authors. The key step in the proof of these new estimates is the introduction of a switching system which allows the construction of approximate, (almost) smooth supersolutions for the Hamilton-Jacobi-Bellman equation.
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ورودعنوان ژورنال:
- SIAM J. Numerical Analysis
دوره 43 شماره
صفحات -
تاریخ انتشار 2005