On the Rate of Convergence of Numerical Schemes for Nonlocal Bellman–Isaacs Equations

Quand : 10 juin 2026 à 11:00

Où : XLIM

Organisé par : Institut Henri Poincaré

We discuss convergence rates for monotone approximation schemes for fractional and nonlocal Hamilton–Jacobi–Bellman and Isaacs equations, which arise, for example, in control and game theory as dynamic programming equations. These equations are fully nonlinear and of order less than 2. They may also be degenerate, and their solutions are generally non-smooth and therefore interpreted in the viscos