The so-called *Barles-Souganidis framework* [\[BS91\]][1] gives sufficient conditions for convergence of approximation schemes for equations of the form $$F(x,u,Du,D^2u)=0.$$ In particular, it establishes that any approximation scheme that is **monotone**, **stable**, and **consistent** with respect to a limiting equation that satisfies a *comparison principle* converges to its unique (bounded) viscosity solution. Their paper is a must-read for anyone performing numerical computations in the field of viscosity solutions. --- **Caveat**: Barles and Souganidis use a stronger notion of comparison principle by accounting for the boundary conditions (sometimes referred to as a *strong comparison principle*). You can relax their result to more usual notions, but doing so requires that you check convergence at the boundary separately, roughly speaking. --- **Addendum**: when I have time, I will update this answer to include a full proof of the Barles-Souganidis result. [1]: http://content.iospress.com/articles/asymptotic-analysis/asy4-3-05