An Approximation Scheme for Semilinear Parabolic PDEs with Convex and Coercive Hamiltonians-Reference-Cited by-同舟云学术

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An Approximation Scheme for Semilinear Parabolic PDEs with Convex and Coercive Hamiltonians

Published:2020-01 Issue:1 Volume:58 Page:165-191
ISSN:0363-0129
Container-title:SIAM Journal on Control and Optimization
language:en
Short-container-title:SIAM J. Control Optim.

Author:

Huang Shuo,Liang Gechun^ORCID,Zariphopoulou Thaleia

Funder

National Natural Science Foundation of China-Yunnan Joint Fund

Royal Society

Freiburg Institute for Advanced Studies, Albert-Ludwigs-UniversitÃ¤t Freiburg

Publisher

Society for Industrial & Applied Mathematics (SIAM)

Subject

Applied Mathematics,Control and Optimization

Link

https://epubs.siam.org/doi/pdf/10.1137/18M1198831

Reference33 articles.

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

2. Error bounds for monotone approximation schemes for parabolic Hamilton-Jacobi-Bellman equations

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

4. Convergence of approximation schemes for fully nonlinear second order equations

5. A stochastic approximation for fully nonlinear free boundary parabolic problems

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