Pages that link to "Item:Q2840616"
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The following pages link to Semi-Lagrangian schemes for linear and fully non-linear diffusion equations (Q2840616):
Displayed 50 items.
- On quadratic approximations for Hamilton-Jacobi-Bellman equations (Q254587) (← links)
- Error estimates for second order Hamilton-Jacobi-Bellman equations. Approximation of probabilistic reachable sets (Q255791) (← links)
- A semi-Lagrangian scheme for a degenerate second order mean field game system (Q255834) (← links)
- Piecewise constant policy approximations to Hamilton-Jacobi-Bellman equations (Q256114) (← links)
- Stochastic linear quadratic control problem of switching systems with constraints (Q265681) (← links)
- Discontinuous Galerkin finite element methods for time-dependent Hamilton-Jacobi-Bellman equations with Cordes coefficients (Q271569) (← links)
- Optimal transportation under controlled stochastic dynamics (Q378799) (← links)
- A probabilistic numerical method for fully nonlinear parabolic PDEs (Q640058) (← links)
- Discrete-time probabilistic approximation of path-dependent stochastic control problems (Q744373) (← links)
- Weak approximation of second-order BSDEs (Q748313) (← links)
- Nonstandard local discontinuous Galerkin methods for fully nonlinear second order elliptic and parabolic equations in high dimensions (Q1633512) (← links)
- Discrete ABP estimate and convergence rates for linear elliptic equations in non-divergence form (Q1656374) (← links)
- Monotone mixed finite difference scheme for Monge-Ampère equation (Q1785517) (← links)
- An adaptive sparse grid semi-Lagrangian scheme for first order Hamilton-Jacobi Bellman equations (Q1955929) (← links)
- The non-locality of Markov chain approximations to two-dimensional diffusions (Q1996948) (← links)
- Numerical methods for two person games arising from transboundary pollution with emission permit trading (Q2009234) (← links)
- A penalty scheme and policy iteration for nonlocal HJB variational inequalities with monotone nonlinearities (Q2027590) (← links)
- Approximation schemes for mixed optimal stopping and control problems with nonlinear expectations and jumps (Q2041006) (← links)
- Second order fully semi-Lagrangian discretizations of advection-diffusion-reaction systems (Q2049101) (← links)
- Multigrid methods for image registration model based on optimal mass transport (Q2073356) (← links)
- Finite element methods for isotropic Isaacs equations with viscosity and strong Dirichlet boundary conditions (Q2128614) (← links)
- Convergence of adaptive discontinuous Galerkin and \(C^0\)-interior penalty finite element methods for Hamilton-Jacobi-Bellman and Isaacs equations (Q2143213) (← links)
- A fitted finite volume method for stochastic optimal control problems in finance (Q2144798) (← links)
- Numerical approximation of a system of Hamilton-Jacobi-Bellman equations arising in innovation dynamics (Q2161812) (← links)
- Probabilistic error analysis for some approximation schemes to optimal control problems (Q2173064) (← links)
- Duality-based a posteriori error estimates for some approximation schemes for optimal investment problems (Q2212323) (← links)
- Optimal management of pumped hydroelectric production with state constrained optimal control (Q2246663) (← links)
- Comparison of the asymptotic stability for multirate Rosenbrock methods (Q2252359) (← links)
- An approximation scheme for stochastic controls in continuous time (Q2257619) (← links)
- Improved order 1/4 convergence for piecewise constant policy approximation of stochastic control problems (Q2274122) (← links)
- Some regularity and convergence results for parabolic Hamilton-Jacobi-Bellman equations in bounded domains (Q2306692) (← links)
- Dynamic programming and error estimates for stochastic control problems with maximum cost (Q2340992) (← links)
- On the convergence of monotone schemes for path-dependent PDEs (Q2359701) (← links)
- Convergence of meshfree collocation methods for fully nonlinear parabolic equations (Q2364891) (← links)
- Some non-monotone schemes for time dependent Hamilton-Jacobi-Bellman equations in stochastic control (Q2398476) (← links)
- Boundary treatment and multigrid preconditioning for semi-Lagrangian schemes applied to Hamilton-Jacobi-Bellman equations (Q2399158) (← links)
- Convergence of the embedded mean-variance optimal points with discrete sampling (Q2634609) (← links)
- A semi-Lagrangian scheme for Hamilton-Jacobi-Bellman equations with oblique derivatives boundary conditions (Q2678963) (← links)
- Inverse stochastic optimal controls (Q2681368) (← links)
- Numerical methods for fully nonlinear and related PDEs. Abstracts from the workshop held June 27 -- July 3, 2021 (hybrid meeting) (Q2693012) (← links)
- Semi-Lagrangian discontinuous Galerkin schemes for some first- and second-order partial differential equations (Q2952998) (← links)
- On the Discretization of Some Nonlinear Fokker--Planck--Kolmogorov Equations and Applications (Q3174823) (← links)
- Duality and Approximation of Stochastic Optimal Control Problems under Expectation Constraints (Q3382780) (← links)
- Convergence of Implicit Schemes for Hamilton--Jacobi--Bellman Quasi-Variational Inequalities (Q4554791) (← links)
- High-order filtered schemes for time-dependent second order HJB equations (Q4579916) (← links)
- Numerical analysis of strongly nonlinear PDEs (Q4594243) (← links)
- Hamilton–Jacobi–Bellman Equations (Q4609610) (← links)
- Infinite Horizon Stochastic Optimal Control Problems with Running Maximum Cost (Q4684783) (← links)
- Some non monotone schemes for Hamilton-Jacobi-Bellman equations (Q4967890) (← links)
- A Narrow-stencil Finite Difference Method for Approximating Viscosity Solutions of Hamilton--Jacobi--Bellman Equations (Q4986815) (← links)