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 | |
| 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
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