Pages that link to "Item:Q1428495"

The following pages link to On application of an alternating direction method to Hamilton--Jacobin--Bellman equations. (Q1428495):

Displaying 14 items.

• An adaptive least-squares collocation radial basis function method for the HJB equation (Q421296) (← links)
• A penalty approach to a discretized double obstacle problem with derivative constraints (Q496614) (← links)
• Semismooth Newton and Newton iterative methods for HJB equation (Q544221) (← links)
• High-performance computation of pricing two-asset American options under the Merton jump-diffusion model on a GPU (Q825500) (← links)
• A radial basis collocation method for Hamilton-Jacobi-Bellman equations (Q858964) (← links)
• An iterative algorithm for a quasivariational inequality system related to HJB equation (Q935760) (← links)
• A new iterative method for discrete HJB equations (Q957940) (← links)
• Optimal portfolios with regime switching and value-at-risk constraint (Q976262) (← links)
• A 2nd-order ADI finite difference method for a 2D fractional Black-Scholes equation governing European two asset option pricing (Q1997989) (← links)
• A fitted finite volume method for stochastic optimal control problems in finance (Q2144798) (← links)
• Dynamic programming approach to the numerical solution of optimal control with paradigm by a mathematical model for drug therapies of HIV/AIDS (Q2254184) (← links)
• Approximation of optimal feedback control: a dynamic programming approach (Q2268935) (← links)
• An adaptive domain decomposition method for the Hamilton-Jacobi-Bellman equation (Q2393057) (← links)
• Dynamic Programming Viscosity Solution Approach and Its Applications to Optimal Control Problems (Q5215349) (← links)