Pages that link to "Item:Q2896911"

The following pages link to Approximation schemes for monotone systems of nonlinear second order partial differential equations: convergence result and error estimate (Q2896911):

Displaying 9 items.

• Error estimates for second order Hamilton-Jacobi-Bellman equations. Approximation of probabilistic reachable sets (Q255791) (← links)
• Piecewise constant policy approximations to Hamilton-Jacobi-Bellman equations (Q256114) (← links)
• Continuous dependence estimates and homogenization of quasi-monotone systems of fully nonlinear second order parabolic equations (Q435086) (← links)
• A comparison of iterated optimal stopping and local policy iteration for American options under regime switching (Q461227) (← links)
• Numerical methods for two person games arising from transboundary pollution with emission permit trading (Q2009234) (← links)
• Optimal Decisions in a Time Priority Queue (Q4559471) (← links)
• Hedge and Speculate: Replicating Option Payoffs with Limit and Market Orders (Q4971981) (← links)
• Error Estimates of Penalty Schemes for Quasi-Variational Inequalities Arising from Impulse Control Problems (Q5210849) (← links)
• A Penalty Scheme for Monotone Systems with Interconnected Obstacles: Convergence and Error Estimates (Q5232300) (← links)