Some non monotone schemes for Hamilton-Jacobi-Bellman equations
We extend the theory of Barles Jakobsen [3] for a class of almost monotone schemes to solve stationary Hamilton Jacobi Bellman equations. We show that the monotonicity of the schemes can be relaxed still leading to the convergence to the viscosity solution of the equation even if the discrete proble...
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| Format: | Article |
| Language: | English |
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EDP Sciences
2019-01-01
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| Series: | ESAIM: Proceedings and Surveys |
| Online Access: | https://www.esaim-proc.org/articles/proc/pdf/2019/01/proc196520.pdf |