| Autor: |
Bonnans, J. Frédéric, Maroso, Stefania, Zidani, Housnaa |
| Předmět: |
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| Zdroj: |
IMA Journal of Numerical Analysis; Jan2006, Vol. 26 Issue 1, p188-212, 25p |
| Abstrakt: |
We obtain error bounds for monotone approximation schemes of a particular Isaacs equation. This is an extension of the theory for estimating errors for the Hamilton–Jacobi–Bellman equation. To obtain the upper error bound, we consider the ‘Krylov regularization’ of the Isaacs equation to build an approximate sub-solution of the scheme. To get the lower error bound, we extend the method of Barles & Jakobsen (2005, SIAM J. Numer. Anal.) which consists in introducing a switching system whose solutions are local super-solutions of the Isaacs equation. [ABSTRACT FROM PUBLISHER] |
| Databáze: |
Complementary Index |
| Externí odkaz: |
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