| Autor: |
Bonnans, J. Frederic, Maroso, Stefania, Zidani, Hasnaa |
| Přispěvatelé: |
Dynamic systems, optimisation and optimal command (SYDOCO), Inria Paris-Rocquencourt, Institut National de Recherche en Informatique et en Automatique (Inria)-Institut National de Recherche en Informatique et en Automatique (Inria), INRIA |
| Jazyk: |
angličtina |
| Rok vydání: |
2004 |
| Předmět: |
|
| Zdroj: |
[Research Report] RR-5441, INRIA. 2004, pp.28 |
| Popis: |
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. For obtaining upper error bound, we consider the ``Krylov regularization'' of the Isaacs equation to build an approximate sub-solution of the scheme. To get lower error bound we extend the method of Barles and Jakobsen which consists in introducing a switching system whose solutions are local super-solutions of the Isaacs equation. |
| Databáze: |
OpenAIRE |
| Externí odkaz: |
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