Pages that link to "Item:Q2384778"
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The following pages link to The rate of convergence of finite-difference approximations for parabolic bellman equations with Lipschitz coefficients in cylindrical domains (Q2384778):
Displaying 20 items.
- Interior estimates for the first-order differences for finite-difference approximations for elliptic Bellman's equations (Q442565) (← links)
- Continuous dependence estimates for the ergodic problem of Bellman equation with an application to the rate of convergence for the homogenization problem (Q471089) (← links)
- Convergence rates of Markov chain approximation methods for controlled diffusions with stopping (Q601074) (← links)
- On the rate of convergence of difference approximations for uniformly nondegenerate elliptic Bellman's equations (Q742151) (← links)
- On finite-difference approximations for normalized Bellman equations (Q843969) (← links)
- On time-inhomogeneous controlled diffusion processes in domains (Q879254) (← links)
- A modified MSA for stochastic control problems (Q2234329) (← links)
- Some regularity and convergence results for parabolic Hamilton-Jacobi-Bellman equations in bounded domains (Q2306692) (← links)
- On the rate of convergence of the finite-difference approximations for parabolic Bellman equations with constant coefficients (Q2391241) (← links)
- On factorizations of smooth nonnegative matrix-values functions and on smooth functions with values in polyhedra (Q2391243) (← links)
- Solving stochastic optimal control problem via stochastic maximum principle with deep learning method (Q2676795) (← links)
- Interior estimates for second-order differences of solutions of finite-difference elliptic Bellman’s equations (Q2840617) (← links)
- On the Existence of Smooth Solutions for Fully Nonlinear Parabolic Equations with Measurable “Coefficients” without Convexity Assumptions (Q2841177) (← links)
- First derivatives estimates for finite-difference schemes (Q3055187) (← links)
- A priori estimates of smoothness of solutions to difference Bellman equations with linear and quasi-linear operators (Q3426019) (← links)
- On the Rate of Convergence of Finite-Difference Approximations for Elliptic Isaacs Equations in Smooth Domains (Q3448236) (← links)
- Convergence Rate of an Explicit Finite Difference Scheme for a Credit Rating Migration Problem (Q4581765) (← links)
- Numerical analysis of strongly nonlinear PDEs (Q4594243) (← links)
- Exponential Convergence and Stability of Howard's Policy Improvement Algorithm for Controlled Diffusions (Q5111071) (← links)
- A Numerical Scheme for the Quantile Hedging Problem (Q5853613) (← links)