Pages that link to "Item:Q4698679"
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The following pages link to An approximation scheme for the optimal control of diffusion processes (Q4698679):
Displaying 50 items.
- On quadratic approximations for Hamilton-Jacobi-Bellman equations (Q254587) (← links)
- Error estimates for second order Hamilton-Jacobi-Bellman equations. Approximation of probabilistic reachable sets (Q255791) (← links)
- A semi-Lagrangian scheme for a degenerate second order mean field game system (Q255834) (← links)
- Piecewise constant policy approximations to Hamilton-Jacobi-Bellman equations (Q256114) (← links)
- A dynamic domain decomposition for the eikonal-diffusion equation (Q258707) (← links)
- Discontinuous Galerkin finite element methods for time-dependent Hamilton-Jacobi-Bellman equations with Cordes coefficients (Q271569) (← links)
- Flux form semi-Lagrangian methods for parabolic problems (Q325735) (← links)
- A semi-Lagrangian scheme for the game \(p\)-Laplacian via \(p\)-averaging (Q465056) (← links)
- A probabilistic numerical method for fully nonlinear parabolic PDEs (Q640058) (← links)
- Error estimation and adaptive discretization for the discrete stochastic Hamilton-Jacobi-Bellman equation (Q706233) (← links)
- Optimality conditions in variational form for non-linear constrained stochastic control problems (Q827552) (← links)
- The impact of short-sale constraints on asset allocation strategies via the backward Markov chain approximation method (Q857737) (← links)
- Error estimates for approximate solutions to Bellman equations associated with controlled jump-diffusions (Q943366) (← links)
- Using dynamic programming with adaptive grid scheme for optimal control problems in economics (Q953726) (← links)
- Semi-Lagrangian schemes for Hamilton-Jacobi equations, discrete representation formulae and Godunov methods (Q1604479) (← links)
- Discrete ABP estimate and convergence rates for linear elliptic equations in non-divergence form (Q1656374) (← links)
- Using nonlinear model predictive control for dynamic decision problems in economics (Q1657464) (← links)
- A semi-Lagrangian scheme for a modified version of the Hughes' model for Pedestrian flow (Q1697419) (← links)
- Two approaches to stochastic optimal control problems with a final-time expectation constraint (Q1754665) (← links)
- Consistency of a simple multidimensional scheme for Hamilton-Jacobi-Bellman equations (Q1773340) (← links)
- The non-locality of Markov chain approximations to two-dimensional diffusions (Q1996948) (← links)
- Finite difference methods for the infinity Laplace and \(p\)-Laplace equations (Q2016402) (← links)
- Error estimates for numerical approximation of Hamilton-Jacobi equations related to hybrid control systems (Q2019987) (← links)
- Second order fully semi-Lagrangian discretizations of advection-diffusion-reaction systems (Q2049101) (← links)
- Hybrid control for optimal visiting problems for a single player and for a crowd (Q2065589) (← links)
- Incentives, lockdown, and testing: from Thucydides' analysis to the COVID-19 pandemic (Q2133932) (← links)
- Numerical approximation of a system of Hamilton-Jacobi-Bellman equations arising in innovation dynamics (Q2161812) (← links)
- Probabilistic error analysis for some approximation schemes to optimal control problems (Q2173064) (← links)
- Duality-based a posteriori error estimates for some approximation schemes for optimal investment problems (Q2212323) (← links)
- Optimal management of pumped hydroelectric production with state constrained optimal control (Q2246663) (← links)
- An approximation scheme for stochastic controls in continuous time (Q2257619) (← links)
- Improved order 1/4 convergence for piecewise constant policy approximation of stochastic control problems (Q2274122) (← links)
- Some regularity and convergence results for parabolic Hamilton-Jacobi-Bellman equations in bounded domains (Q2306692) (← links)
- Dynamic programming and error estimates for stochastic control problems with maximum cost (Q2340992) (← links)
- Monotone numerical schemes and feedback construction for hybrid control systems (Q2347571) (← links)
- Convergence of meshfree collocation methods for fully nonlinear parabolic equations (Q2364891) (← links)
- Some non-monotone schemes for time dependent Hamilton-Jacobi-Bellman equations in stochastic control (Q2398476) (← links)
- Boundary treatment and multigrid preconditioning for semi-Lagrangian schemes applied to Hamilton-Jacobi-Bellman equations (Q2399158) (← links)
- Optimal route planning for sailing boats: a hybrid formulation (Q2420826) (← links)
- A fully semi-Lagrangian discretization for the 2D incompressible Navier-Stokes equations in the vorticity-streamfunction formulation (Q2423128) (← links)
- Adaptive spline interpolation for Hamilton-Jacobi-Bellman equations (Q2497779) (← links)
- Convergence rates for semi-discrete splitting approximations for degenerate parabolic equations with source teams (Q2568628) (← links)
- A semi-Lagrangian scheme for Hamilton-Jacobi-Bellman equations with oblique derivatives boundary conditions (Q2678963) (← links)
- Inverse stochastic optimal controls (Q2681368) (← links)
- Semi-Lagrangian schemes for linear and fully non-linear diffusion equations (Q2840616) (← links)
- A Stochastic Target Approach for P&L Matching Problems (Q2925345) (← links)
- Semi-Lagrangian discontinuous Galerkin schemes for some first- and second-order partial differential equations (Q2952998) (← links)
- ON THE RATE OF CONVERGENCE OF APPROXIMATION SCHEMES FOR BELLMAN EQUATIONS ASSOCIATED WITH OPTIMAL STOPPING TIME PROBLEMS (Q3043554) (← links)
- On the Discretization of Some Nonlinear Fokker--Planck--Kolmogorov Equations and Applications (Q3174823) (← links)
- Rate of convergence of finite difference approximations for degenerate ordinary differential equations (Q3420231) (← links)
