Pages that link to "Item:Q2805130"

The following pages link to Weakly Chained Matrices, Policy Iteration, and Impulse Control (Q2805130):

Displaying 19 items.

• Utility maximisation in a factor model with constant and proportional transaction costs (Q1711719) (← links)
• Monotone mixed finite difference scheme for Monge-Ampère equation (Q1785517) (← links)
• Multigrid methods for image registration model based on optimal mass transport (Q2073356) (← links)
• Discrete analysis of Schwarz waveform relaxation for a diffusion reaction problem with discontinuous coefficients (Q2137893) (← links)
• Finite difference methods for the Hamilton-Jacobi-Bellman equations arising in regime switching utility maximization (Q2219642) (← links)
• A fixed-point policy-iteration-type algorithm for symmetric nonzero-sum stochastic impulse control games (Q2232775) (← links)
• A zero-sum stochastic differential game with impulses, precommitment, and unrestricted cost functions (Q2422348) (← links)
• The cover time of a (multiple) Markov chain with rational transition probabilities is rational (Q2670806) (← links)
• High Order Bellman Equations and Weakly Chained Diagonally Dominant Tensors (Q3119541) (← links)
• Convergence of Implicit Schemes for Hamilton--Jacobi--Bellman Quasi-Variational Inequalities (Q4554791) (← links)
• A fast and stable test to check if a weakly diagonally dominant matrix is a nonsingular M-matrix (Q4561372) (← links)
• Nonzero-Sum Stochastic Differential Games with Impulse Controls: A Verification Theorem with Applications (Q5108264) (← links)
• Error Estimates of Penalty Schemes for Quasi-Variational Inequalities Arising from Impulse Control Problems (Q5210849) (← links)
• A Penalty Scheme for Monotone Systems with Interconnected Obstacles: Convergence and Error Estimates (Q5232300) (← links)
• The power of two choices for random walks (Q5886308) (← links)
• Optimal investment for retail investors (Q6054421) (← links)
• Multigrid methods for convergent mixed finite difference scheme for Monge-Ampère equation (Q6163803) (← links)
• Parameter estimation and identifiability in kinetic flux profiling models of metabolism (Q6655099) (← links)
• Penalized schemes for Hamilton-Jacobi-Bellman quasi-variational inequalities arising in regime switching utility maximization with optimal stopping (Q6662399) (← links)