On the convergence rate of approximation schemes forHamilton-Jacobi-Bellman Equations

Author: Barles Guy   Jakobsen Espen Robstad  

Publisher: Edp Sciences

E-ISSN: 1290-3841|36|1|33-54

ISSN: 0764-583x

Source: ESAIM: Mathematical Modelling and Numerical Analysis, Vol.36, Iss.1, 2010-03, pp. : 33-54

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