"A Narrow-stencil Finite Difference Method for Approximating Viscosity ..."

Xiaobing Feng, Thomas L. Lewis (2021)

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DOI: 10.1137/19M1296483

access: closed

type: Journal Article

metadata version: 2023-05-26

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Xiaobing Feng, Thomas L. Lewis:
A Narrow-stencil Finite Difference Method for Approximating Viscosity Solutions of Hamilton-Jacobi-Bellman Equations. SIAM J. Numer. Anal. 59(2): 886-924 (2021)

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