Pages that link to "Item:Q4293290"

The following pages link to Domain decomposition algorithms for solving hamilton-jacobi-bellman equations (Q4293290):

Displaying 15 items.

• A sparse Markov chain approximation of LQ-type stochastic control problems. (Q326794) (← links)
• Semismooth Newton and Newton iterative methods for HJB equation (Q544221) (← links)
• Modified domain decomposition method for Hamilton-Jacobi-Bellman equations (Q616035) (← links)
• An iterative algorithm for solving a kind of discrete HJB equation with \(M\)-functions (Q619820) (← links)
• A relaxation scheme for Hamilton-Jacobi-Bellman equations (Q876666) (← links)
• A new iterative method for discrete HJB equations (Q957940) (← links)
• A splitting algorithm for Hamilton-Jacobi-Bellman equations (Q1339327) (← links)
• A new domain decomposition method for an HJB equation. (Q1410862) (← links)
• Alternating direction algorithms for solving Hamilton-Jacobi-Bellman equations (Q1925030) (← links)
• Domain decomposition based parallel Howard's algorithm (Q1997066) (← links)
• A class of portfolio selection with a four-factor futures price model (Q2271822) (← links)
• A semismooth Newton method for a kind of HJB equation (Q2403859) (← links)
• Reconstruction of independent sub-domains for a class of Hamilton–Jacobi equations and application to parallel computing (Q2820350) (← links)
• Numerical solution of continuous-time mean–variance portfolio selection with nonlinear constraints (Q3578798) (← links)
• An approximation scheme for the optimal control of diffusion processes (Q4698679) (← links)