Pages that link to "Item:Q2399158"
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The following pages link to Boundary treatment and multigrid preconditioning for semi-Lagrangian schemes applied to Hamilton-Jacobi-Bellman equations (Q2399158):
Displaying 7 items.
- A penalty scheme and policy iteration for nonlocal HJB variational inequalities with monotone nonlinearities (Q2027590) (← links)
- Multigrid methods for image registration model based on optimal mass transport (Q2073356) (← links)
- Some regularity and convergence results for parabolic Hamilton-Jacobi-Bellman equations in bounded domains (Q2306692) (← links)
- Executive Stock Option Exercise with Full and Partial Information on a Drift Change Point (Q5144184) (← links)
- A Numerical Scheme for the Quantile Hedging Problem (Q5853613) (← links)
- Multigrid methods for convergent mixed finite difference scheme for Monge-Ampère equation (Q6163803) (← links)
- A semi-Lagrangian \(\epsilon\)-monotone Fourier method for continuous withdrawal GMWBs under jump-diffusion with stochastic interest rate (Q6556883) (← links)
