"Convergence of a non-monotone scheme for Hamilton-Jacobi-Bellman equations ..."

Olivier Bokanowski, Nadia Megdich, Hasnaa Zidani (2010)

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DOI: 10.1007/S00211-009-0271-1

access: closed

type: Journal Article

metadata version: 2020-10-26

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Olivier Bokanowski, Nadia Megdich, Hasnaa Zidani:
Convergence of a non-monotone scheme for Hamilton-Jacobi-Bellman equations with discontinous initial data. Numerische Mathematik 115(1): 1-44 (2010)

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