A power penalty method for solving a nonlinear parabolic complementarity problem (Q943659)
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English | A power penalty method for solving a nonlinear parabolic complementarity problem |
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A power penalty method for solving a nonlinear parabolic complementarity problem (English)
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10 September 2008
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nonlinear variational inequality
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nonlinear complementarity problem
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stochastic control
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free boundary
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obstacle problem
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penalty method
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