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// Algebra i Analiz
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Algebra i Analiz,
2005
Volume 17,
Issue 2,
Pages
108–132
(Mi aa662)
This article is cited in
16
papers
Research Papers
On the rate of convergence of finite-difference approximations for Bellman equations with constant coefficients
Hongjie Dong
,
N. V. Krylov
University of Minnesota
Abstract:
Elliptic Bellman equations with coefficients independent of the variable
$x$
are considered. Error bounds for certain types of finite-difference schemes are obtained. These estimates are sharper than the earlier results in [8].
Received:
24.05.2004
Language:
English
Fulltext:
PDF file (1023 kB)
References
Cited by
English version:
St. Petersburg Mathematical Journal, 2006,
17
:2,
295–313
Bibliographic databases:
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Steklov Math. Inst. of RAS
, 2025