Pages that link to "Item:Q480830"
From MaRDI portal
The following pages link to A penalty approximation method for a semilinear parabolic double obstacle problem (Q480830):
Displaying 14 items.
- A penalty approach to a discretized double obstacle problem with derivative constraints (Q496614) (← links)
- A power penalty method for a 2D fractional partial differential linear complementarity problem governing two-asset American option pricing (Q1735434) (← links)
- A finite difference scheme for variational inequalities arising in stochastic control problems with several singular control variables (Q1997321) (← links)
- A power penalty approach to a mixed quasilinear elliptic complementarity problem (Q2052401) (← links)
- Solution method for discrete double obstacle problems based on a power penalty approach (Q2076391) (← links)
- Simultaneous distributed-boundary optimal control problems driven by nonlinear complementarity systems (Q2089878) (← links)
- Penalty approximation method for a double obstacle quasilinear parabolic variational inequality problem (Q2097464) (← links)
- An interior penalty approach to a large-scale discretized obstacle problem with nonlinear constraints (Q2200796) (← links)
- An interior penalty method for a large-scale finite-dimensional nonlinear double obstacle problem (Q2295323) (← links)
- A power penalty approach to a discretized obstacle problem with nonlinear constraints (Q2329667) (← links)
- A numerical scheme for pricing American options with transaction costs under a jump diffusion process (Q2411163) (← links)
- An unconstrained differentiable penalty method for implicit complementarity problems (Q2829561) (← links)
- Recent Advances in Numerical Solution of HJB Equations Arising in Option Pricing (Q2942193) (← links)
- The interpolating element-free Galerkin method for the \(p\)-Laplace double obstacle mixed complementarity problem (Q6173966) (← links)
