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MR1916291 (2003h:65142) 65N06 (49L20 65N15) Barles, Guy; Jakobsen, Espen Robstad On the convergence rate of approximation schemes for Hamilton-Jacobi-Bellman equations. M2AN Math. Model. Numer. Anal. 36 (2002), no. 1, 33--54.

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