The following pages link to (Q3923524):
Displaying 35 items.
- The finite element approximation in a system of parabolic quasi-variational inequalities related to management of energy production with mixed boundary condition (Q260322) (← links)
- Semismooth Newton and Newton iterative methods for HJB equation (Q544221) (← links)
- A numerical algorithm based on a variational iterative approximation for the discrete Hamilton-Jacobi-Bellman (HJB) equation (Q552239) (← links)
- Modified domain decomposition method for Hamilton-Jacobi-Bellman equations (Q616035) (← links)
- An iterative algorithm for solving a kind of discrete HJB equation with \(M\)-functions (Q619820) (← links)
- Fully discrete schemes for monotone optimal control problems (Q725733) (← links)
- The theta time scheme combined with a finite-element spatial approximation in the evolutionary Hamilton-Jacobi-Bellman equation with linear source terms (Q740582) (← links)
- A numerical approach to the infinite horizon problem of deterministic control theory (Q752463) (← links)
- Numerical solution of a free boundary problem associated to investments with instantaneous irreversible environmental effects (Q846454) (← links)
- A relaxation scheme for Hamilton-Jacobi-Bellman equations (Q876666) (← links)
- A new iterative method for discrete HJB equations (Q957940) (← links)
- Multi-grid methods for Hamilton-Jacobi-Bellman equations (Q1065516) (← links)
- Discrete dynamic programming and viscosity solutions of the Bellman equation (Q1121521) (← links)
- Formule de Trotter et équations de Hamilton-Jacobi-Bellman (Q1155343) (← links)
- Une inégalité pour les opérateurs elliptiques du second ordre (Q1156296) (← links)
- A new proof for the existence and uniqueness of the discrete evolutionary HJB equations (Q1663380) (← links)
- Consistency of a simple multidimensional scheme for Hamilton-Jacobi-Bellman equations (Q1773340) (← links)
- Finite difference methods for the infinity Laplace and \(p\)-Laplace equations (Q2016402) (← links)
- A semismooth Newton method for a kind of HJB equation (Q2403859) (← links)
- Grid solution of problem with unilateral constraints (Q2407914) (← links)
- An effect iteration algorithm for numerical solution of discrete Hamilton-Jacobi-Bellman equations (Q2574428) (← links)
- Parallel solution of American option derivatives on GPU clusters (Q2629425) (← links)
- \(L^\infty \)-error estimates of finite element methods with Euler time discretization scheme for an evolutionary HJB equations with nonlinear source terms (Q2659408) (← links)
- Une méthode multigrille pour la solution des problèmes d'obstacle (Q3203938) (← links)
- Error bounds for monotone approximation schemes for parabolic Hamilton-Jacobi-Bellman equations (Q3592681) (← links)
- A constructive approach to the Bellman semigroup (Q3715738) (← links)
- A new class of asynchronous iterative algorithms with order intervals (Q4372692) (← links)
- On the convergence rate of approximation schemes for Hamilton-Jacobi-Bellman Equations (Q4531296) (← links)
- Numerical methods for dynamic Bertrand oligopoly and American options under regime switching (Q4554242) (← links)
- Numerical analysis of strongly nonlinear PDEs (Q4594243) (← links)
- On the Rate of Convergence for Monotone Numerical Schemes for Nonlocal Isaacs Equations (Q4633793) (← links)
- An approximation scheme for the optimal control of diffusion processes (Q4698679) (← links)
- A fast algorithm for the two dimensional HJB equation of stochastic control (Q5315481) (← links)
- Building blocks for odd-even multigrid with applications to reduced systems (Q5939860) (← links)
- The finite element approximation of Hamilton-Jacobi-Bellman equations (Q5948766) (← links)
