Pages that link to "Item:Q4584794"
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The following pages link to Application of shifted Jacobi pseudospectral method for solving (in)finite-horizon min–max optimal control problems with uncertainty (Q4584794):
Displayed 6 items.
- Convergence analysis of an iterative numerical algorithm for solving nonlinear stochastic Itô-Volterra integral equations with \(m\)-dimensional Brownian motion (Q2273076) (← links)
- A numerical iterative method for solving two-point BVPs in infinite-horizon nonzero-sum differential games: economic applications (Q2672406) (← links)
- (Q3385372) (← links)
- Energy maximising robust control for spectral and pseudospectral methods with application to wave energy systems (Q5020824) (← links)
- Numerical solution of two-point BVPs in infinite-horizon optimal control theory: a combined quasilinearization method with exponential Bernstein functions (Q5033407) (← links)
- A numerical treatment based on Bernoulli Tau method for computing the open-loop Nash equilibrium in nonlinear differential games (Q5054015) (← links)
