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- Publisher
- Springer Journals
- Copyright
- Copyright © 2007 by Springer
- Subject
- Mathematics; Calculus of Variations and Optimal Control; Optimization; Systems Theory, Control; Mathematical and Computational Physics; Mathematical Methods in Physics; Numerical and Computational Methods
- ISSN
- 0095-4616
- eISSN
- 1432-0606
- DOI
- 10.1007/s00245-007-0879-4
- Publisher site
- See Article on Publisher Site
Abstract
We consider degenerate parabolic and elliptic fully nonlinear Bellman equations with Lipschitz coefficients in domains. Error bounds of order h 1/2 in the sup norm for certain types of finite-difference schemes are obtained.
Journal
Applied Mathematics and Optimization – Springer Journals
Published: Jun 1, 2007