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

St. Petersburg Mathematical Journal

Volumn 17, Issue 2, 2006, Pages 295-313

  Dong, Hongjie ^a   Krylov, N V ^a  

^a UNIVERSITY OF MINNESOTA   (United States)

Author keywords

Bellman equations; Finite difference approximations; Fully nonlinear equations

Indexed keywords

EID: 85009826745     PISSN: 10610022     EISSN: 15477371     Source Type: Journal    
DOI: 10.1090/S1061-0022-06-00905-8     Document Type: Article

References (17)

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