Some non-monotone schemes for time dependent Hamilton-Jacobi-Bellman equations in stochastic control (Q2398476)
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scientific article; zbMATH DE number 6760786
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| English | Some non-monotone schemes for time dependent Hamilton-Jacobi-Bellman equations in stochastic control |
scientific article; zbMATH DE number 6760786 |
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Some non-monotone schemes for time dependent Hamilton-Jacobi-Bellman equations in stochastic control (English)
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16 August 2017
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Hamilton-Jacobi-Bellman equations
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stochastic control
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numerical methods
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semi-Lagrangian
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0.885853111743927
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0.8481703400611877
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0.8464411497116089
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0.836064338684082
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