Pages that link to "Item:Q2398476"
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The following pages link to Some non-monotone schemes for time dependent Hamilton-Jacobi-Bellman equations in stochastic control (Q2398476):
Displaying 8 items.
- Numerical approximation of BSDEs using local polynomial drivers and branching processes (Q1691497) (← links)
- Incentives, lockdown, and testing: from Thucydides' analysis to the COVID-19 pandemic (Q2133932) (← links)
- Volatility uncertainty quantification in a stochastic control problem applied to energy (Q2176387) (← links)
- Regime-switching constrained viscosity solutions approach for controlling dam-reservoir systems (Q2212336) (← links)
- Boundary treatment and multigrid preconditioning for semi-Lagrangian schemes applied to Hamilton-Jacobi-Bellman equations (Q2399158) (← links)
- Numerical approximation of general Lipschitz BSDEs with branching processes (Q4967879) (← links)
- Some non monotone schemes for Hamilton-Jacobi-Bellman equations (Q4967890) (← links)
- A Numerical Scheme for the Quantile Hedging Problem (Q5853613) (← links)
