Some non-monotone schemes for time dependent Hamilton-Jacobi-Bellman equations in stochastic control (Q2398476): Difference between revisions

@@ Property / DOI @@
-.1007/s10915-015-0057-9
@@ Property / DOI: 10.1007/s10915-015-0057-9 / rank @@
-Normal rank
@@ Property / arXiv ID @@
+.6121
@@ Property / arXiv ID: 1310.6121 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4032143
@@ Property / cites work: Q4032143 / rank @@
+Normal rank
@@ Property / cites work @@
+A fast algorithm for the two dimensional HJB equation of stochastic control
+Normal rank
@@ Property / cites work @@
+Q3355178
@@ Property / cites work: Q3355178 / rank @@
+Normal rank
@@ Property / cites work @@
+An approximation scheme for the optimal control of diffusion processes
+Normal rank
@@ Property / cites work @@
+Consistency of a simple multidimensional scheme for Hamilton-Jacobi-Bellman equations
+Normal rank
@@ Property / cites work @@
+Semi-Lagrangian schemes for linear and fully non-linear diffusion equations
+Normal rank
@@ Property / cites work @@
+A probabilistic numerical method for fully nonlinear parabolic PDEs
+Normal rank
@@ Property / cites work @@
+A splitting method for fully nonlinear degenerate parabolic PDEs
+Normal rank
@@ Property / cites work @@
+On the rate of convergence of finite-difference approximations for Bellman's equations with variable coefficients
+Normal rank
@@ Property / cites work @@
+Semi-Lagrangian Approximation Schemes for Linear and Hamilton—Jacobi Equations
+Normal rank
@@ Property / cites work @@
+Convergence Analysis for a Class of High-Order Semi-Lagrangian Advection Schemes
+Normal rank
@@ Property / cites work @@
+A Technique for High-order Treatment of Diffusion Terms in Semi-Lagrangian Schemes
+Normal rank
@@ Property / cites work @@
+Viscosity solutions of fully nonlinear second-order elliptic partial differential equations
+Normal rank
@@ Property / cites work @@
+The Order of Monotone Piecewise Cubic Interpolation
+Normal rank
@@ Property / cites work @@
+Shape preserving approximations by polynomials and splines
+Normal rank
@@ Property / cites work @@
+Stochastic Target Problems with Controlled Loss
@@ Property / cites work: Stochastic Target Problems with Controlled Loss / rank @@
+Normal rank
@@ Property / cites work @@
+POD-based feedback control of the Burgers equation by solving the evolutionary HJB equation
+Normal rank
@@ Property / cites work @@
+Q5425076
@@ Property / cites work: Q5425076 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4939493
@@ Property / cites work: Q4939493 / rank @@
+Normal rank
@@ Property / DOI @@
+.1007/S10915-015-0057-9
@@ Property / DOI: 10.1007/S10915-015-0057-9 / rank @@
+Normal rank