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MR2177879 (2007h:65116) 65N15 (35J60 49L25 65N06) Barles, Guy; Jakobsen, Espen R. Error bounds for monotone approximation schemes for Hamilton-Jacobi-Bellman equations. SIAM J. Numer. Anal. 43 (2005), no. 2, 540--558 (electronic).

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