A penalty approach to a discretized double obstacle problem with derivative constraints (Q496614): Difference between revisions

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+Variational and quasivariational inequalities with first order constraints
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+A QUASI-VARIATIONAL INEQUALITY PROBLEM IN SUPERCONDUCTIVITY
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+A double obstacle problem arising in differential game theory
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+A class of smoothing functions for nonlinear and mixed complementarity problems
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+A power penalty method for the general traffic assignment problem with elastic demand
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+Computation of reservation prices of options with proportional transaction costs
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+A Class of Active-Set Newton Methods for Mixed ComplementarityProblems
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+Q4868513
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+Finite-Dimensional Variational Inequalities and Complementarity Problems
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+An iterative scheme for solving nonlinear equations with monotone operators
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+A power penalty approach to a nonlinear complementarity problem
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+A penalty method for a mixed nonlinear complementarity problem
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+On application of an alternating direction method to Hamilton--Jacobin--Bellman equations.
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+Global optimization techniques for mixed complementarity problems
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+An elliptic quasi-variational inequality with gradient constraints and some of its applications
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+An upwind finite difference method for a nonlinear Black-Scholes equation governing European option valuation under transaction costs
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+Smoothing Newton and quasi-Newton methods for mixed complementarity problems
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+Penalty approach to the HJB equation arising in European stock option pricing with proportional transaction costs
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+Pricing American options under proportional transaction costs using a penalty approach and a finite difference scheme
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+A numerical method for pricing European options with proportional transaction costs
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+Nonlinear complementarity as unconstrained and constrained minimization
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+Properties of an Interior-Point Mapping for Mixed Complementarity Problems
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+Variational problems with non-constant gradient constraints.
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+A novel fitted finite volume method for the Black-Scholes equation governing option pricing
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+A power penalty method for linear complementarity problems
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+Power penalty method for a linear complementarity problem arising from American option valuation
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+A penalty method for a finite-dimensional obstacle problem with derivative constraints
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+On stationary points of the implicit Lagrangian for nonlinear complementarity problems
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+European option pricing and hedging with both fixed and proportional transaction costs
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+Pricing American bond options using a penalty method
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+A penalty approximation method for a semilinear parabolic double obstacle problem
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