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Algebra i Analiz, 2005, Volume 17, Issue 2, Pages 108–132 (Mi aa662)  
This article is cited in 16 scientific papers (total in 16 papers)

Research Papers

On the rate of convergence of finite-difference approximations for Bellman equations with constant coefficients

Hongjie Dong, N. V. Krylov

University of Minnesota
Full-text PDF (1023 kB) Citations (16)
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Abstract: Elliptic Bellman equations with coefficients independent of the variable $x$ are considered. Error bounds for certain types of finite-difference schemes are obtained. These estimates are sharper than the earlier results in [8].
Received: 24.05.2004
English version:
St. Petersburg Mathematical Journal, 2006, Volume 17, Issue 2, Pages 295–313
DOI: https://doi.org/10.1090/S1061-0022-06-00905-8
Bibliographic databases:
Document Type: Article
Language: English
Citation: Hongjie Dong, N. V. Krylov, “On the rate of convergence of finite-difference approximations for Bellman equations with constant coefficients”, Algebra i Analiz, 17:2 (2005), 108–132; St. Petersburg Math. J., 17:2 (2006), 295–313
Citation in format AMSBIB
\Bibitem{DonKry05}
\by Hongjie Dong, N.~V.~Krylov
\paper On the rate of convergence of finite-difference approximations for Bellman equations with constant coefficients
\jour Algebra i Analiz
\yr 2005
\vol 17
\issue 2
\pages 108--132
\mathnet{http://mi.mathnet.ru/aa662}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=2159586}
\zmath{https://zbmath.org/?q=an:1136.49312}
\transl
\jour St. Petersburg Math. J.
\yr 2006
\vol 17
\issue 2
\pages 295--313
\crossref{https://doi.org/10.1090/S1061-0022-06-00905-8}
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    • This publication is cited in the following 16 articles:
    Citing articles in Google Scholar: Russian citations, English citations
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