Pages that link to "Item:Q5315481"

The following pages link to A fast algorithm for the two dimensional HJB equation of stochastic control (Q5315481):

Displaying 27 items.

• On quadratic approximations for Hamilton-Jacobi-Bellman equations (Q254587) (← links)
• Adaptive, anisotropic and hierarchical cones of discrete convex functions (Q264117) (← links)
• Optimal transportation under controlled stochastic dynamics (Q378799) (← links)
• Discrete-time probabilistic approximation of path-dependent stochastic control problems (Q744373) (← links)
• Weak approximation of second-order BSDEs (Q748313) (← links)
• Continuous dependence results for non-linear Neumann type boundary value problems (Q952097) (← links)
• Meshfree finite difference approximations for functions of the eigenvalues of the Hessian (Q1692302) (← links)
• Consistency of a simple multidimensional scheme for Hamilton-Jacobi-Bellman equations (Q1773340) (← links)
• Fast-marching methods for curvature penalized shortest paths (Q1799534) (← links)
• The non-locality of Markov chain approximations to two-dimensional diffusions (Q1996948) (← links)
• Finite difference methods for the infinity Laplace and \(p\)-Laplace equations (Q2016402) (← links)
• Applications of Markov chain approximation methods to optimal control problems in economics (Q2097976) (← links)
• An approximation scheme for stochastic controls in continuous time (Q2257619) (← links)
• Some regularity and convergence results for parabolic Hamilton-Jacobi-Bellman equations in bounded domains (Q2306692) (← links)
• On the convergence of monotone schemes for path-dependent PDEs (Q2359701) (← links)
• On factorizations of smooth nonnegative matrix-values functions and on smooth functions with values in polyhedra (Q2391243) (← links)
• Some non-monotone schemes for time dependent Hamilton-Jacobi-Bellman equations in stochastic control (Q2398476) (← links)
• Minimal Stencils for Discretizations of Anisotropic PDEs Preserving Causality or the Maximum Principle (Q2810563) (← links)
• Semi-Lagrangian schemes for linear and fully non-linear diffusion equations (Q2840616) (← links)
• A priori estimates of smoothness of solutions to difference Bellman equations with linear and quasi-linear operators (Q3426019) (← links)
• High-order filtered schemes for time-dependent second order HJB equations (Q4579916) (← links)
• Second order monotone finite differences discretization of linear anisotropic differential operators (Q4956921) (← links)
• Some non monotone schemes for Hamilton-Jacobi-Bellman equations (Q4967890) (← links)
• Monotone discretization of the Monge–Ampère equation of optimal transport (Q5074257) (← links)
• A fast algorithm for the two dimensional HJB equation of stochastic control (Q5315481) (← links)
• Monotone and consistent discretization of the Monge-Ampère operator (Q5741491) (← links)
• Pollution Regulation for Electricity Generators in a Transmission Network (Q6042791) (← links)