Pages that link to "Item:Q4121260"
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The following pages link to A Survey of Some Applications of Probability and Stochastic Control Theory to Finite Difference Methods for Degenerate Elliptic and Parabolic Equations (Q4121260):
Displaying 5 items.
- A sparse Markov chain approximation of LQ-type stochastic control problems. (Q326794) (← links)
- Numerical convergence for the Bellman equation of stochastic optimal control with quadratic costs and constraints (Q686133) (← links)
- Finite difference methods for the weak solutions of the Kolmogorov equation for the density of both diffusion and conditional diffusion processes (Q1227270) (← links)
- Approximations for functionals and optimal control problems on jump diffusion processes (Q1247291) (← links)
- Three ways to solve partial differential equations with neural networks — A review (Q6068232) (← links)
