Pages that link to "Item:Q858964"
From MaRDI portal
The following pages link to A radial basis collocation method for Hamilton-Jacobi-Bellman equations (Q858964):
Displaying 12 items.
- Dynamic programming using radial basis functions (Q255849) (← links)
- A sparse Markov chain approximation of LQ-type stochastic control problems. (Q326794) (← links)
- Application of variational iteration method for Hamilton-Jacobi-Bellman equations (Q358041) (← links)
- An adaptive least-squares collocation radial basis function method for the HJB equation (Q421296) (← links)
- A sparse collocation method for solving time-dependent HJB equations using multivariate \(B\)-splines (Q466457) (← links)
- Derivatives pricing with market impact and limit order book (Q1678624) (← links)
- Convergence of meshfree collocation methods for fully nonlinear parabolic equations (Q2364891) (← links)
- An adaptive domain decomposition method for the Hamilton-Jacobi-Bellman equation (Q2393057) (← links)
- A multivariate adaptive regression B-spline algorithm (BMARS) for solving a class of nonlinear optimal feedback control problems (Q2440707) (← links)
- Inverse stochastic optimal controls (Q2681368) (← links)
- A Computational Method for Stochastic Optimal Control Problems in Financial Mathematics (Q2821285) (← links)
- A shift‐adaptive meshfree method for solving a class of initial‐boundary value problems with moving boundaries in one‐dimensional domain (Q5298302) (← links)
