On the Rate of Convergence for Monotone Numerical Schemes for Nonlocal Isaacs Equations-Reference-Cited by-同舟云学术

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On the Rate of Convergence for Monotone Numerical Schemes for Nonlocal Isaacs Equations

Published:2019-01 Issue:2 Volume:57 Page:799-827
ISSN:0036-1429
Container-title:SIAM Journal on Numerical Analysis
language:en
Short-container-title:SIAM J. Numer. Anal.

Author:

Biswas Imran H.,Chowdhury Indranil,Jakobsen Espen R.^ORCID

Funder

Research Council of Norway

Department of Atomic Energy, Government of India

Indian National Science Academy

European Research Consortium for Informatics and Mathematics

Publisher

Society for Industrial & Applied Mathematics (SIAM)

Subject

Numerical Analysis,Applied Mathematics,Computational Mathematics

Link

https://epubs.siam.org/doi/pdf/10.1137/17M114995X

Reference33 articles.

1. Error estimates for second order Hamilton-Jacobi-Bellman equations. Approximation of probabilistic reachable sets

2. Second-order elliptic integro-differential equations: viscosity solutions' theory revisited

3. On the convergence rate of approximation schemes for Hamilton-Jacobi-Bellman Equations

4. Error Bounds for Monotone Approximation Schemes for Hamilton--Jacobi--Bellman Equations

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1. Precise error bounds for numerical approximations of fractional HJB equations;IMA Journal of Numerical Analysis;2024-06-12

2. Analytical and numerical solutions to ergodic control problems arising in environmental management;Mathematical Methods in the Applied Sciences;2022-05-09

3. Finite Element Methods for Isotropic Isaacs Equations with Viscosity and Strong Dirichlet Boundary Conditions;Applied Mathematics & Optimization;2022-04

4. A penalty scheme and policy iteration for nonlocal HJB variational inequalities with monotone nonlinearities;Computers & Mathematics with Applications;2021-07

5. Mathematical and Computational Approaches for Stochastic Control of River Environment and Ecology: From Fisheries Viewpoint;Computational Management;2021

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