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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| English | A deterministic-control-based approach to fully nonlinear parabolic and elliptic equations |
scientific article; zbMATH DE number 5782520 |
Statements
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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0.92716664
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0.9213957
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0.91751766
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0.9161293
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0.9133742
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