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

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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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+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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+An approximation scheme for the optimal control of diffusion processes
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+Continuous dependence estimates for viscosity solutions of fully nonlinear degenerate parabolic equations
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+Optimal control of diffusion processes and hamilton–jacobi–bellman equations part 2 : viscosity solutions and uniqueness
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+Some Estimates for Finite Difference Approximations
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