Pages that link to "Item:Q5210849"
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The following pages link to Error Estimates of Penalty Schemes for Quasi-Variational Inequalities Arising from Impulse Control Problems (Q5210849):
Displaying 5 items.
- A penalty scheme and policy iteration for nonlocal HJB variational inequalities with monotone nonlinearities (Q2027590) (← links)
- A neural network-based policy iteration algorithm with global \(H^2\)-superlinear convergence for stochastic games on domains (Q2031059) (← links)
- Systems of fully nonlinear parabolic obstacle problems with Neumann boundary conditions (Q2156350) (← links)
- A fixed-point policy-iteration-type algorithm for symmetric nonzero-sum stochastic impulse control games (Q2232775) (← links)
- Penalized schemes for Hamilton-Jacobi-Bellman quasi-variational inequalities arising in regime switching utility maximization with optimal stopping (Q6662399) (← links)