Discrete time high-order schemes for viscosity solutions of Hamilton-Jacobi-Bellman equations

• 1 April 1994
• journal article
• research article
• Published by Springer Nature in Numerische Mathematik
• Vol. 67  (3) , 315-344
• https://doi.org/10.1007/s002110050031

Abstract

Keywords

• MATHEMATICS SUBJECT CLASSIFICATION (1991): 65N12
• 49L20