Error Bounds for Monotone Approximation Schemes for Hamilton--Jacobi--Bellman Equations.

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]