A power penalty method for discrete HJB equations (Q2192989)
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scientific article; zbMATH DE number 7238348
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| default for all languages | No label defined |
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| English | A power penalty method for discrete HJB equations |
scientific article; zbMATH DE number 7238348 |
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A power penalty method for discrete HJB equations (English)
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24 August 2020
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HJB equation
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penalty method
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convergence rate.
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0.9050082564353944
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0.8803777098655701
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0.8684929609298706
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0.8598833084106445
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