Convergence of implicit schemes for Hamilton-Jacobi-Bellman quasi-variational inequalities (Q4554791)
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scientific article; zbMATH DE number 6976006
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| English | Convergence of implicit schemes for Hamilton-Jacobi-Bellman quasi-variational inequalities |
scientific article; zbMATH DE number 6976006 |
Statements
Convergence of Implicit Schemes for Hamilton--Jacobi--Bellman Quasi-Variational Inequalities (English)
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9 November 2018
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implicit numerical schemes
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Hamilton-Jacobi-Bellman quasi-variational inequality (HJBQVI)
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viscosity solution
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impulse control
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0.8046305775642395
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0.8003129959106445
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0.7828072309494019
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0.7795301675796509
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0.7612523436546326
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