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This article is cited in 67 scientific papers (total in 67 papers)
On the rate of convergence of finite-difference
approximations for Bellman's equations
N. V. Krylov School of Mathematics, University of Minnesota, Minneapolis, MN
Abstract:
Some estimates are presented for the elliptic and parabolic Bellman equations
with “constant” coefficients; these estimates are sharper than those announced earlier by
the author in [8].
Keywords:
Finite-difference approximations, Bellman's equations, fully nonlinear equations.
Received: 26.12.1996
Citation:
N. V. Krylov, “On the rate of convergence of finite-difference
approximations for Bellman's equations”, Algebra i Analiz, 9:3 (1997), 245–256; St. Petersburg Math. J., 9:3 (1998), 639–650
Linking options:
https://www.mathnet.ru/eng/aa802 https://www.mathnet.ru/eng/aa/v9/i3/p245
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