A deterministic-control-based approach to fully nonlinear parabolic and elliptic equations (Q3588801)

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scientific article; zbMATH DE number 5782520
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    A deterministic-control-based approach to fully nonlinear parabolic and elliptic equations
    scientific article; zbMATH DE number 5782520

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      A deterministic-control-based approach to fully nonlinear parabolic and elliptic equations (English)
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      10 September 2010
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      Hamilton-Jacobi-Bellman equation
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      deterministic game
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      viscosity solution
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      semidiscrete numerical scheme
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