Convergence of a non-monotone scheme for Hamilton-Jacobi-Bellman equations with discontinuous initial data

Olivier Bokanowski, Nadia Megdich and Hasnaa Zidani

2010

Publication type:

Paper in peer-reviewed journals

Journal:

Numerische Mathematik., vol. 115(1), pp. 1--44

DOI:

10.1007/s00211-009-0271-1

HAL:

inria-00193157

BibTeX:

@article{Bok-Meg-Zid-2010,
    author={Olivier Bokanowski and Nadia Megdich and Hasnaa Zidani },
    title={Convergence of a non-monotone scheme for 
           Hamilton-Jacobi-Bellman equations with discontinuous initial 
           data },
    doi={10.1007/s00211-009-0271-1 },
    journal={Numerische Mathematik. },
    year={2010 },
    volume={115(1) },
    pages={1--44},
}