Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Semi-Lagrangian schemes for linear and fully non-linear
  Hamilton-Jacobi-Bellman equations   We consider the numerical solution of Hamilton-Jacobi-Bellman equations
arising in stochastic control theory. We introduce a class of monotone
approximation schemes relying on monotone interpolation. These schemes converge
under very weak assumptions, including the case of arbitrary degenerate
diffusions. Besides providing a unifying framework that includes several known
first order accurate schemes, stability and convergence results are given,
along with two different robust error estimates. Finally, the method is applied
to a super-replication problem from finance.

22
The categories of this paper are: chao-dyn
13
The categories of this paper are: quant-ph
3
The categories of this paper are: physics
30
The categories of this paper are: q-alg
15
The categories of this paper are: nucl-ex
20
The categories of this paper are: acc-phys
24
The categories of this paper are: dg-ga
14
The categories of this paper are: math-ph
4
The categories of this paper are: cond-mat
27
The categories of this paper are: comp-gas
10
The categories of this paper are: q-bio
28
The categories of this paper are: alg-geom
35
The categories of this paper are: mtrl-th
33
The categories of this paper are: plasm-ph
16
The categories of this paper are: stat
26
The categories of this paper are: bayes-an