Pages that link to "Item:Q2814673"
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The following pages link to OPTIMAL CONTROL OF AN ENERGY STORAGE FACILITY UNDER A CHANGING ECONOMIC ENVIRONMENT AND PARTIAL INFORMATION (Q2814673):
Displaying 11 items.
- Convergence of the Euler-Maruyama method for multidimensional SDEs with discontinuous drift and degenerate diffusion coefficient (Q1692306) (← links)
- Well-posedness and numerical schemes for one-dimensional McKean-Vlasov equations and interacting particle systems with discontinuous drift (Q2100548) (← links)
- An adaptive strong order 1 method for SDEs with discontinuous drift coefficient (Q2134420) (← links)
- The Euler scheme for stochastic differential equations with discontinuous drift coefficient: a numerical study of the convergence rate (Q2141948) (← links)
- Regime-switching constrained viscosity solutions approach for controlling dam-reservoir systems (Q2212336) (← links)
- Existence, uniqueness, and approximation of solutions of jump-diffusion SDEs with discontinuous drift (Q2242830) (← links)
- Existence and uniqueness of solutions of SDEs with discontinuous drift and finite activity jumps (Q2244427) (← links)
- An Adaptive Euler--Maruyama Scheme for Stochastic Differential Equations with Discontinuous Drift and its Convergence Analysis (Q4624977) (← links)
- Sharp lower error bounds for strong approximation of SDEs with discontinuous drift coefficient by coupling of noise (Q6103992) (← links)
- Quantifying a convergence theorem of Gyöngy and Krylov (Q6104027) (← links)
- A general framework to simulate diffusions with discontinuous coefficients and local times (Q6638922) (← links)
