A fast algorithm for the two dimensional HJB equation of stochastic control (Q5315481): Difference between revisions

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-Joseph Frédéric Bonnans
@@ Property / author: Joseph Frédéric Bonnans / rank @@
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-Housnaa Zidani
@@ Property / author: Housnaa Zidani / rank @@
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@@ Property / author @@
+Joseph Frédéric Bonnans
@@ Property / author: Joseph Frédéric Bonnans / rank @@
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+Housnaa Zidani
@@ Property / author: Housnaa Zidani / rank @@
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+On the convergence rate of approximation schemes for Hamilton-Jacobi-Bellman Equations
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+Error Bounds for Monotone Approximation Schemes for Hamilton--Jacobi--Bellman Equations
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+Q3355178
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+Consistency of Generalized Finite Difference Schemes for the Stochastic HJB Equation
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+A fast algorithm for the two dimensional HJB equation of stochastic control
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