Convergence of Implicit Schemes for Hamilton--Jacobi--Bellman Quasi-Variational Inequalities (Q4554791): Difference between revisions

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Latest revision as of 15:17, 17 August 2024

scientific article; zbMATH DE number 6976006
Language Label Description Also known as
English
Convergence of Implicit Schemes for Hamilton--Jacobi--Bellman Quasi-Variational Inequalities
scientific article; zbMATH DE number 6976006

    Statements

    Convergence of Implicit Schemes for Hamilton--Jacobi--Bellman Quasi-Variational Inequalities (English)
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    9 November 2018
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    implicit numerical schemes
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    Hamilton-Jacobi-Bellman quasi-variational inequality (HJBQVI)
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    viscosity solution
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    impulse control
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