Error bounds for monotone approximation schemes for non-convex degenerate elliptic equations

Abstract. We obtain error bounds for monotone approximation schemes of Hamilton-Jacobi-Bellman equations. These bounds improve previous results of Krylov and the authors. The key step in the proof of these new estimates is the introduction of a switching system which allows the construction of approximate, (almost) smooth supersolutions for the Hamilton-Jacobi-Bellman equation. 1