Some non-monotone schemes for time dependent Hamilton-Jacobi-Bellman equations in stochastic control (Q2398476): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Some non-monotone schemes for time dependent Hamilton-Jacobi-Bellman equations in stochastic control |
scientific article |
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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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