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Algebra i Analiz, 1997, Volume 9, Issue 3, Pages 245–256 (Mi aa802)  
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
Full-text PDF (561 kB) Citations (67)
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
Bibliographic databases:
Language: English
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
Citation in format AMSBIB
\Bibitem{Kry97}
\by N.~V.~Krylov
\paper On the rate of convergence of finite-difference
approximations for Bellman's equations
\jour Algebra i Analiz
\yr 1997
\vol 9
\issue 3
\pages 245--256
\mathnet{http://mi.mathnet.ru/aa802}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=1466804}
\zmath{https://zbmath.org/?q=an:0902.65035}
\transl
\jour St. Petersburg Math. J.
\yr 1998
\vol 9
\issue 3
\pages 639--650
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    • This publication is cited in the following 67 articles:
    Citing articles in Google Scholar: Russian citations, English citations
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    		Алгебра и анализ St. Petersburg Mathematical Journal
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