Wavelet-based approximations of pointwise bound constraints in Lebesgue and Sobolev spaces (Q5024883)
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scientific article; zbMATH DE number 7465503
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| English | Wavelet-based approximations of pointwise bound constraints in Lebesgue and Sobolev spaces |
scientific article; zbMATH DE number 7465503 |
Statements
Wavelet-based approximations of pointwise bound constraints in Lebesgue and Sobolev spaces (English)
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27 January 2022
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wavelets
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PDE-constrained optimization
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bound constraints
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fractional obstacle problem
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perpetual American options
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0.7309643030166626
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0.7297314405441284
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