Stable Numerical Schemes for Solving Hamilton-Jacobi-Bellman-Isaacs Equations

Nikolai D. Botkin, Karl Heinz Hoffmann, Varvara L. Turova. Stable Numerical Schemes for Solving Hamilton-Jacobi-Bellman-Isaacs Equations. SIAM J. Scientific Computing, 33(2):992-1007, 2011. [doi]

Abstract

Abstract is missing.