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Error Bounds for Monotone Approximation Schemes for Hamilton--Jacobi--Bellman Equations.
- Source :
- SIAM Journal on Numerical Analysis; 2005, Vol. 43 Issue 2, p540, 19p
- Publication Year :
- 2005
-
Abstract
- 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. [ABSTRACT FROM AUTHOR]
Details
- Language :
- English
- ISSN :
- 00361429
- Volume :
- 43
- Issue :
- 2
- Database :
- Complementary Index
- Journal :
- SIAM Journal on Numerical Analysis
- Publication Type :
- Academic Journal
- Accession number :
- 18334251
- Full Text :
- https://doi.org/10.1137/S003614290343815X