Semismooth Newton methods with a shooting-like technique for solving a constrained free-boundary HJB equation (Q2656089)
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scientific article; zbMATH DE number 7319212
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| English | Semismooth Newton methods with a shooting-like technique for solving a constrained free-boundary HJB equation |
scientific article; zbMATH DE number 7319212 |
Statements
Semismooth Newton methods with a shooting-like technique for solving a constrained free-boundary HJB equation (English)
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10 March 2021
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Hamilton-Jacobi-Bellman equation
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free boundary
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projected semismooth Newton
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inequality state constraints
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stochastic control
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0.9111724
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0.8984983
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0.87201643
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0.86472785
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0.8636456
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0.8635707
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0.8588399
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0.8541483
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0.85202134
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