Pages that link to "Item:Q4557480"
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The following pages link to 8. Boundary Mesh Refinement For Semi-Lagrangian Schemes (Q4557480):
Displaying 4 items.
- 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)
- An Approximation Scheme for Semilinear Parabolic PDEs with Convex and Coercive Hamiltonians (Q5208749) (← links)
- A Numerical Scheme for the Quantile Hedging Problem (Q5853613) (← links)
