The following pages link to (Q4396657):
Displaying 24 items.
- Piecewise constant policy approximations to Hamilton-Jacobi-Bellman equations (Q256114) (← links)
- A probabilistic numerical method for fully nonlinear parabolic PDEs (Q640058) (← links)
- On the rate of convergence of difference approximations for uniformly nondegenerate elliptic Bellman's equations (Q742151) (← links)
- Error estimates for approximate solutions to Bellman equations associated with controlled jump-diffusions (Q943366) (← links)
- Continuous dependence results for non-linear Neumann type boundary value problems (Q952097) (← links)
- On randomized stopping (Q1002557) (← links)
- Numerical treatment to a non-local parabolic free boundary problem arising in financial bubbles (Q1734182) (← links)
- Mean value theorems for stochastic integrals (Q1872190) (← links)
- The non-locality of Markov chain approximations to two-dimensional diffusions (Q1996948) (← links)
- Probabilistic error analysis for some approximation schemes to optimal control problems (Q2173064) (← links)
- Duality-based a posteriori error estimates for some approximation schemes for optimal investment problems (Q2212323) (← links)
- Some regularity and convergence results for parabolic Hamilton-Jacobi-Bellman equations in bounded domains (Q2306692) (← links)
- Dynamic programming and error estimates for stochastic control problems with maximum cost (Q2340992) (← links)
- Optimal convergence rate of the explicit finite difference scheme for American option valuation (Q2390004) (← links)
- On the rate of convergence of the binomial tree scheme for American options (Q2454708) (← links)
- On the convergence rate of approximation schemes for Hamilton-Jacobi-Bellman Equations (Q4531296) (← links)
- High-order filtered schemes for time-dependent second order HJB equations (Q4579916) (← links)
- Convergence Rate of an Explicit Finite Difference Scheme for a Credit Rating Migration Problem (Q4581765) (← links)
- Numerical analysis of strongly nonlinear PDEs (Q4594243) (← links)
- Finite element approximation of the Isaacs equation (Q5230137) (← links)
- A stochastic approximation for fully nonlinear free boundary parabolic problems (Q5418783) (← links)
- Penalty method for portfolio selection with capital gains tax (Q6054372) (← links)
- Continuity of cost in Borkar control topology and implications on discrete space and time approximations for controlled diffusions under several criteria (Q6126973) (← links)
- Approximate Q Learning for Controlled Diffusion Processes and Its Near Optimality (Q6136230) (← links)
