Pages that link to "Item:Q1407246"

The following pages link to Numerical solution of Hamilton-Jacobi-Bellman equations by an upwind finite volume method (Q1407246):

Displaying 21 items.

• A sparse Markov chain approximation of LQ-type stochastic control problems. (Q326794) (← links)
• An adaptive least-squares collocation radial basis function method for the HJB equation (Q421296) (← links)
• A sparse collocation method for solving time-dependent HJB equations using multivariate \(B\)-splines (Q466457) (← links)
• A numerical algorithm based on a variational iterative approximation for the discrete Hamilton-Jacobi-Bellman (HJB) equation (Q552239) (← links)
• A numerical method for pricing European options with proportional transaction costs (Q740640) (← links)
• Optimal portfolios with regime switching and value-at-risk constraint (Q976262) (← links)
• On application of an alternating direction method to Hamilton--Jacobin--Bellman equations. (Q1428495) (← links)
• Feedback control problem of an SIR epidemic model based on the Hamilton-Jacobi-Bellman equation (Q2050018) (← links)
• Robust min-max optimal control design for systems with uncertain models: a neural dynamic programming approach (Q2185769) (← links)
• Dynamic programming approach to the numerical solution of optimal control with paradigm by a mathematical model for drug therapies of HIV/AIDS (Q2254184) (← links)
• Approximation of optimal feedback control: a dynamic programming approach (Q2268935) (← links)
• An adaptive domain decomposition method for the Hamilton-Jacobi-Bellman equation (Q2393057) (← links)
• Pricing options on investment project expansions under commodity price uncertainty (Q2423283) (← links)
• A multivariate adaptive regression B-spline algorithm (BMARS) for solving a class of nonlinear optimal feedback control problems (Q2440707) (← links)
• An upwind finite difference method for a nonlinear Black-Scholes equation governing European option valuation under transaction costs (Q2453260) (← links)
• Numerical solution to the optimal feedback control of continuous casting process (Q2454724) (← links)
• Numerical Methods for Finding Clustersolutions of Optimal Control Problems (Q4210406) (← links)
• A numerical approach to hybrid nonlinear optimal control (Q5012675) (← links)
• Actor-Critic Method for High Dimensional Static Hamilton--Jacobi--Bellman Partial Differential Equations based on Neural Networks (Q5021407) (← links)
• Approximate solution of the Hamilton-Jacobi-Bellman equation (Q5080103) (← links)
• Dynamic Programming Viscosity Solution Approach and Its Applications to Optimal Control Problems (Q5215349) (← links)