Pages that link to "Item:Q3592681"

The following pages link to Error bounds for monotone approximation schemes for parabolic Hamilton-Jacobi-Bellman equations (Q3592681):

Displaying 50 items.

• Error estimates for second order Hamilton-Jacobi-Bellman equations. Approximation of probabilistic reachable sets (Q255791) (← links)
• Piecewise constant policy approximations to Hamilton-Jacobi-Bellman equations (Q256114) (← links)
• A model-free no-arbitrage price bound for variance options (Q373003) (← links)
• Optimal transportation under controlled stochastic dynamics (Q378799) (← links)
• Interior estimates for the first-order differences for finite-difference approximations for elliptic Bellman's equations (Q442565) (← links)
• Continuous dependence estimates for the ergodic problem of Bellman equation with an application to the rate of convergence for the homogenization problem (Q471089) (← links)
• Dynamic pricing and periodic ordering for a stochastic inventory system with deteriorating items (Q503167) (← links)
• A probabilistic numerical method for fully nonlinear parabolic PDEs (Q640058) (← links)
• The Peierls-Nabarro model as a limit of a Frenkel-Kontorova model (Q649756) (← links)
• Short time uniqueness results for solutions of nonlocal and non-monotone geometric equations (Q663225) (← links)
• Viscosity solutions for a system of integro-PDEs and connections to optimal switching and control of jump-diffusion processes (Q708865) (← links)
• Optimal control of molecular dynamics using Markov state models (Q715243) (← links)
• On the rate of convergence of difference approximations for uniformly nondegenerate elliptic Bellman's equations (Q742151) (← links)
• Numerical solution of the Hamilton-Jacobi-Bellman formulation for continuous time mean variance asset allocation (Q846513) (← links)
• Time discretisation and rate of convergence for the optimal control of continuous-time stochastic systems with delay (Q946221) (← links)
• Exponentially growing solutions of parabolic Isaacs' equations (Q947569) (← links)
• Continuous dependence results for non-linear Neumann type boundary value problems (Q952097) (← links)
• The non-locality of Markov chain approximations to two-dimensional diffusions (Q1996948) (← links)
• Convergent finite difference methods for one-dimensional fully nonlinear second order partial differential equations (Q2016403) (← links)
• Stability and convergence of second order backward differentiation schemes for parabolic Hamilton-Jacobi-Bellman equations (Q2038422) (← links)
• Approximation schemes for mixed optimal stopping and control problems with nonlinear expectations and jumps (Q2041006) (← 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)
• 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)
• A monotone scheme for high-dimensional fully nonlinear PDEs (Q2346082) (← links)
• Error estimates for approximations of nonlinear uniformly parabolic equations (Q2351404) (← links)
• Discrete time approximation of fully nonlinear HJB equations via BSDEs with nonpositive jumps (Q2354898) (← links)
• Feynman-Kac representation of fully nonlinear PDEs and applications (Q2355853) (← links)
• A control approach to robust utility maximization with logarithmic utility and time-consistent penalties (Q2372460) (← links)
• On factorizations of smooth nonnegative matrix-values functions and on smooth functions with values in polyhedra (Q2391243) (← links)
• PDE methods for optimal Skorokhod embeddings (Q2421278) (← links)
• Convergence rates for semi-discrete splitting approximations for degenerate parabolic equations with source teams (Q2568628) (← links)
• Existence, uniqueness and regularity of solutions to systems of nonlocal obstacle problems related to optimal switching (Q2633720) (← links)
• Approximation schemes for viscosity solutions of fully nonlinear stochastic partial differential equations (Q2657924) (← links)
• An efficient numerical method for the robust optimal investment problem with general utility functions (Q2691508) (← links)
• A universal robust limit theorem for nonlinear Lévy processes under sublinear expectation (Q2699278) (← links)
• A Multidimensional Exponential Utility Indifference Pricing Model with Applications to Counterparty Risk (Q2796752) (← links)
• Fitted strong stability-preserving schemes for the Black-Scholes-Barenblatt equation (Q2804501) (← links)
• Semi-Lagrangian schemes for linear and fully non-linear diffusion equations (Q2840616) (← links)
• Interior estimates for second-order differences of solutions of finite-difference elliptic Bellman’s equations (Q2840617) (← links)
• Duality and Approximation of Stochastic Optimal Control Problems under Expectation Constraints (Q3382780) (← links)
• A priori estimates of smoothness of solutions to difference Bellman equations with linear and quasi-linear operators (Q3426019) (← links)
• On the Rate of Convergence of Finite-Difference Approximations for Elliptic Isaacs Equations in Smooth Domains (Q3448236) (← links)
• ERROR ESTIMATES FOR A CLASS OF FINITE DIFFERENCE-QUADRATURE SCHEMES FOR FULLY NONLINEAR DEGENERATE PARABOLIC INTEGRO-PDES (Q3520561) (← links)
• High-order filtered schemes for time-dependent second order HJB equations (Q4579916) (← links)
• Convergence Rate of an Explicit Finite Difference Scheme for a Credit Rating Migration Problem (Q4581765) (← links)
• On the Rate of Convergence for Monotone Numerical Schemes for Nonlocal Isaacs Equations (Q4633793) (← links)