collaborators

1 paper

math.NA2026

Convergence Analysis of the Upwind Difference Methods for Hamilton-Jacobi-Bellman Equations

Daisuke Inoue, Yuji Ito, Takahito Kashiwabara +2

This paper investigates the convergence properties of the upwind difference scheme for the Hamilton--Jacobi--Bellman (HJB) equation, a central partial differential equation in opti…