Pages that link to "Item:Q2903003"
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The following pages link to Penalty Methods for the Solution of Discrete HJB Equations—Continuous Control and Obstacle Problems (Q2903003):
Displaying 9 items.
- A neural network-based policy iteration algorithm with global \(H^2\)-superlinear convergence for stochastic games on domains (Q2031059) (← links)
- A power penalty method for discrete HJB equations (Q2192989) (← links)
- Weakly Chained Matrices, Policy Iteration, and Impulse Control (Q2805130) (← links)
- Numerical analysis of strongly nonlinear PDEs (Q4594243) (← links)
- Nonlinear Parabolic Equations Arising in Mathematical Finance (Q4626488) (← links)
- Error Estimates of Penalty Schemes for Quasi-Variational Inequalities Arising from Impulse Control Problems (Q5210849) (← links)
- A Penalty Scheme for Monotone Systems with Interconnected Obstacles: Convergence and Error Estimates (Q5232300) (← links)
- Optimal soot blowing and repair plan for boiler based on HJB equation (Q5870140) (← links)
- Penalized schemes for Hamilton-Jacobi-Bellman quasi-variational inequalities arising in regime switching utility maximization with optimal stopping (Q6662399) (← links)
