A deterministic-control-based approach to fully nonlinear parabolic and elliptic equations (Q3588801): Difference between revisions

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Latest revision as of 04:57, 3 July 2024

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A deterministic-control-based approach to fully nonlinear parabolic and elliptic equations
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    A deterministic-control-based approach to fully nonlinear parabolic and elliptic equations (English)
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    10 September 2010
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    Hamilton-Jacobi-Bellman equation
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    deterministic game
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    viscosity solution
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    semidiscrete numerical scheme
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