Interior estimates for the first-order differences for finite-difference approximations for elliptic bellman's equations

N. V. Krylov

doi:10.1007/s00245-011-9159-4

Interior estimates for the first-order differences for finite-difference approximations for elliptic bellman's equations

N. V. Krylov

School of Mathematics

Research output: Contribution to journal › Article › peer-review

2 Scopus citations

Abstract

We establish interior estimates for the first-order finite differences of solutions of finite-difference approximations for uniformly elliptic Bellman's equations.

Original language	English (US)
Pages (from-to)	349-370
Number of pages	22
Journal	Applied Mathematics and Optimization
Volume	65
Issue number	3
DOIs	https://doi.org/10.1007/s00245-011-9159-4
State	Published - Jun 2012

Bibliographical note

Funding Information:
The author was partially supported by NSF Grant DMS-0653121.

Keywords

Bellman's equations
Finite differences
Fully nonlinear elliptic equations

Publisher link

10.1007/s00245-011-9159-4

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title = "Interior estimates for the first-order differences for finite-difference approximations for elliptic bellman's equations",

abstract = "We establish interior estimates for the first-order finite differences of solutions of finite-difference approximations for uniformly elliptic Bellman's equations.",

keywords = "Bellman's equations, Finite differences, Fully nonlinear elliptic equations",

author = "Krylov, {N. V.}",

note = "Funding Information: The author was partially supported by NSF Grant DMS-0653121. ",

year = "2012",

month = jun,

doi = "10.1007/s00245-011-9159-4",

language = "English (US)",

volume = "65",

pages = "349--370",

journal = "Applied Mathematics and Optimization",

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publisher = "Springer New York",

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T1 - Interior estimates for the first-order differences for finite-difference approximations for elliptic bellman's equations

AU - Krylov, N. V.

N1 - Funding Information: The author was partially supported by NSF Grant DMS-0653121.

PY - 2012/6

Y1 - 2012/6

N2 - We establish interior estimates for the first-order finite differences of solutions of finite-difference approximations for uniformly elliptic Bellman's equations.

AB - We establish interior estimates for the first-order finite differences of solutions of finite-difference approximations for uniformly elliptic Bellman's equations.

KW - Bellman's equations

KW - Finite differences

KW - Fully nonlinear elliptic equations

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U2 - 10.1007/s00245-011-9159-4

DO - 10.1007/s00245-011-9159-4

M3 - Article

AN - SCOPUS:84867270796

SN - 0095-4616

VL - 65

SP - 349

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JO - Applied Mathematics and Optimization

JF - Applied Mathematics and Optimization

IS - 3

ER -

Interior estimates for the first-order differences for finite-difference approximations for elliptic bellman's equations

Abstract

Bibliographical note

Keywords

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