Krylov, N. V. On the rate of convergence of finite-difference approximations for Bellman’s equations. (English) Zbl 0902.65035 St. Petersbg. Math. J. 9, No. 3, 639-650 (1998) and Algebra Anal. 9, No. 3, 245-256 (1997). Estimates for the elliptic and parabolic Bellman equations with ‘constant’ coefficients are presented. Reviewer: S.K.Rangarajan (Bangalore) Cited in 5 ReviewsCited in 17 Documents MSC: 65M12 Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs 65N12 Stability and convergence of numerical methods for boundary value problems involving PDEs 35K55 Nonlinear parabolic equations 93E20 Optimal stochastic control 35J60 Nonlinear elliptic equations Keywords:convergence; finite difference approximations; Bellman’s equations; constant coefficients; elliptic; parabolic PDFBibTeX XMLCite \textit{N. V. Krylov}, St. Petersbg. Math. J. 9, No. 3, 1 (1997; Zbl 0902.65035)