A Finite Element Like Scheme for Integro-Partial Differential Hamilton–Jacobi–Bellman Equations (Q3584607): Difference between revisions
From MaRDI portal
Set profile property. |
Changed an Item |
||
| (One intermediate revision by one other user not shown) | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2073691774 / rank | |||
Normal rank | |||
| Property / arXiv ID | |||
| Property / arXiv ID: 0805.3272 / rank | |||
Normal rank | |||
Latest revision as of 16:39, 19 April 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Finite Element Like Scheme for Integro-Partial Differential Hamilton–Jacobi–Bellman Equations |
scientific article |
Statements
A Finite Element Like Scheme for Integro-Partial Differential Hamilton–Jacobi–Bellman Equations (English)
0 references
30 August 2010
0 references
integro-partial differential equation
0 references
viscosity solution
0 references
finite element method scheme
0 references
Levy-process
0 references
jump model error estimates
0 references
Markov-process with jumps
0 references
Hamilton-Jacobi-Bellman equations
0 references
dynamic programming
0 references
financial markets
0 references
Stock prices
0 references
stochastic optimal control
0 references
convergence
0 references
