A high-order numerical scheme for stochastic optimal control problem (Q6099532)

scientific article; zbMATH DE number 7698188

Language	Label	Description	Also known as
English	A high-order numerical scheme for stochastic optimal control problem	scientific article; zbMATH DE number 7698188

Statements

instance of

scholarly article

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title

A high-order numerical scheme for stochastic optimal control problem (English)

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published in

Journal of Computational and Applied Mathematics

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publication date

20 June 2023

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zbMATH Keywords

stochastic optimal control

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local discontinuous Galerkin method

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fully nonlinear second-order PDEs

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optimal error estimates

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.1016/j.cam.2023.115158

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cites work

Optimal transportation and applications. Lectures given at the C. I. M. E. summer school, Martina Franca, Italy, September 2--8, 2001

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Q4255599

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The Local Discontinuous Galerkin Method for Time-Dependent Convection-Diffusion Systems

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A high-order accurate discontinuous finite element method for the numerical solution of the compressible Navier-Stokes equations

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The Runge-Kutta Local Projection Discontinuous Galerkin Finite Element Method for Conservation Laws. IV: The Multidimensional Case

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TVB Runge-Kutta local projection discontinuous Galerkin finite element method for conservation laws. III: One-dimensional systems

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TVB Runge-Kutta Local Projection Discontinuous Galerkin Finite Element Method for Conservation Laws II: General Framework

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The Runge-Kutta discontinuous Galerkin method for conservation laws. I: Multidimensional systems

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Viscosity Solutions of Hamilton-Jacobi Equations

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A Discontinuous Galerkin Finite Element Method for Hamilton--Jacobi Equations

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Reinterpretation and simplified implementation of a discontinuous Galerkin method for Hamilton-Jacobi equations

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A discontinuous Galerkin finite element method for directly solving the Hamilton-Jacobi equations

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A local discontinuous Galerkin method for directly solving Hamilton-Jacobi equations

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Q5298752

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Mixed interior penalty discontinuous Galerkin methods for fully nonlinear second order elliptic and parabolic equations in high dimensions

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Local discontinuous Galerkin methods for one-dimensional second order fully nonlinear elliptic and parabolic equations

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Nonstandard local discontinuous Galerkin methods for fully nonlinear second order elliptic and parabolic equations in high dimensions

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𝒞⁰ penalty methods for the fully nonlinear Monge-Ampère equation

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Finite element approximations of the three dimensional Monge-Ampère equation

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Optimal error estimate of the local discontinuous Galerkin methods based on the generalized alternating numerical fluxes for nonlinear convection-diffusion equations

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Error estimates of the semi-discrete local discontinuous Galerkin method for nonlinear convection-diffusion and KdV equations

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Error Estimates to Smooth Solutions of Runge--Kutta Discontinuous Galerkin Methods for Scalar Conservation Laws

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A Local Discontinuous Galerkin Method for KdV Type Equations

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High Order Numerical Schemes for Second-Order FBSDEs with Applications to Stochastic Optimal Control

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Superconvergence of the Local Discontinuous Galerkin Method for Elliptic Problems on Cartesian Grids

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Q4109239

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Optimal a priori error estimates for the $hp$-version of the local discontinuous Galerkin method for convection--diffusion problems

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Q4162607

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Identifiers

zbMATH Open document ID

1512.65213

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Mathematics Subject Classification ID

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10.1016/J.CAM.2023.115158

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Sitelinks

Mathematics(1 entry)

mardi Publication:6099532