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

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Some non-monotone schemes for time dependent Hamilton-Jacobi-Bellman equations in stochastic control
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    Some non-monotone schemes for time dependent Hamilton-Jacobi-Bellman equations in stochastic control (English)
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    16 August 2017
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    Hamilton-Jacobi-Bellman equations
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    stochastic control
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    numerical methods
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    semi-Lagrangian
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