Pages that link to "Item:Q4443635"
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The following pages link to Consistency of Generalized Finite Difference Schemes for the Stochastic HJB Equation (Q4443635):
Displaying 36 items.
- On quadratic approximations for Hamilton-Jacobi-Bellman equations (Q254587) (← links)
- Discontinuous Galerkin finite element methods for time-dependent Hamilton-Jacobi-Bellman equations with Cordes coefficients (Q271569) (← links)
- Optimal transportation under controlled stochastic dynamics (Q378799) (← links)
- A probabilistic numerical method for fully nonlinear parabolic PDEs (Q640058) (← links)
- Error estimates for approximate solutions to Bellman equations associated with controlled jump-diffusions (Q943366) (← links)
- Discrete ABP estimate and convergence rates for linear elliptic equations in non-divergence form (Q1656374) (← links)
- Consistency of a simple multidimensional scheme for Hamilton-Jacobi-Bellman equations (Q1773340) (← links)
- The non-locality of Markov chain approximations to two-dimensional diffusions (Q1996948) (← links)
- Finite difference methods for the infinity Laplace and \(p\)-Laplace equations (Q2016402) (← links)
- Stability and convergence of second order backward differentiation schemes for parabolic Hamilton-Jacobi-Bellman equations (Q2038422) (← links)
- Applications of Markov chain approximation methods to optimal control problems in economics (Q2097976) (← links)
- McKean Feynman-Kac probabilistic representations of non-linear partial differential equations (Q2107414) (← links)
- An approximation scheme for stochastic controls in continuous time (Q2257619) (← links)
- Dynamic programming and error estimates for stochastic control problems with maximum cost (Q2340992) (← links)
- A monotone scheme for high-dimensional fully nonlinear PDEs (Q2346082) (← links)
- Discrete time approximation of fully nonlinear HJB equations via BSDEs with nonpositive jumps (Q2354898) (← links)
- Convergence of meshfree collocation methods for fully nonlinear parabolic equations (Q2364891) (← links)
- \(C^0\) finite element approximations of linear elliptic equations in non-divergence form and Hamilton-Jacobi-Bellman equations with Cordes coefficients (Q2664391) (← links)
- Inverse stochastic optimal controls (Q2681368) (← links)
- Semi-Lagrangian schemes for linear and fully non-linear diffusion equations (Q2840616) (← links)
- Rate of convergence of finite difference approximations for degenerate ordinary differential equations (Q3420231) (← links)
- Error bounds for monotone approximation schemes for parabolic Hamilton-Jacobi-Bellman equations (Q3592681) (← 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)
- On the Rate of Convergence for Monotone Numerical Schemes for Nonlocal Isaacs Equations (Q4633793) (← links)
- Infinite Horizon Stochastic Optimal Control Problems with Running Maximum Cost (Q4684783) (← links)
- Multigrid methods for two‐player zero‐sum stochastic games (Q4921813) (← links)
- A Narrow-stencil Finite Difference Method for Approximating Viscosity Solutions of Hamilton--Jacobi--Bellman Equations (Q4986815) (← links)
- Unified analysis of discontinuous Galerkin and<i>C</i><sup>0</sup>-interior penalty finite element methods for Hamilton–Jacobi–Bellman and Isaacs equations (Q5006314) (← links)
- Joint Modeling and Calibration of SPX and VIX by Optimal Transport (Q5019589) (← links)
- Newton Method for Stochastic Control Problems (Q5039281) (← links)
- A fast algorithm for the two dimensional HJB equation of stochastic control (Q5315481) (← links)
- Convergent Semi-Lagrangian Methods for the Monge--Ampère Equation on Unstructured Grids (Q5347516) (← links)
- A Numerical Scheme for the Quantile Hedging Problem (Q5853613) (← links)
- Approximative Policy Iteration for Exit Time Feedback Control Problems Driven by Stochastic Differential Equations using Tensor Train Format (Q5865245) (← links)
- A narrow-stencil framework for convergent numerical approximations of fully nonlinear second order PDEs (Q5866542) (← links)
