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- W4300437369 abstract "We extend the theory of Barles Jakobsen to develop numerical schemes for Hamilton Jacobi Bellman equations. We show that the monotonicity of the schemes can be relaxed still leading to the convergence to the viscosity solution of the equation. We give some examples of such numerical schemes and show that the bounds obtained by the framework developed are not tight. At last we test some numerical schemes." @default.
- W4300437369 created "2022-10-03" @default.
- W4300437369 creator A5000513018 @default.
- W4300437369 date "2013-12-18" @default.
- W4300437369 modified "2023-10-16" @default.
- W4300437369 title "Some non monotone schemes for Hamilton-Jacobi-Bellman equations" @default.
- W4300437369 doi "https://doi.org/10.48550/arxiv.1312.5052" @default.
- W4300437369 hasPublicationYear "2013" @default.
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