Pages that link to "Item:Q4531296"
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The following pages link to On the convergence rate of approximation schemes for Hamilton-Jacobi-Bellman Equations (Q4531296):
Displayed 21 items.
- Convergence rates of Markov chain approximation methods for controlled diffusions with stopping (Q601074) (← links)
- Error estimation and adaptive discretization for the discrete stochastic Hamilton-Jacobi-Bellman equation (Q706233) (← links)
- Viscosity solutions for a system of integro-PDEs and connections to optimal switching and control of jump-diffusion processes (Q708865) (← links)
- On finite-difference approximations for normalized Bellman equations (Q843969) (← links)
- The problem of optimal control with reflection studied through a linear optimization problem stated on occupational measures (Q847330) (← 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)
- Continuous dependence estimates for viscosity solutions of integro-PDEs (Q1779287) (← links)
- On the rate of convergence of the finite-difference approximations for parabolic Bellman equations with constant coefficients (Q2391241) (← links)
- Convergence rates for semi-discrete splitting approximations for degenerate parabolic equations with source teams (Q2568628) (← links)
- ON THE RATE OF CONVERGENCE OF APPROXIMATION SCHEMES FOR BELLMAN EQUATIONS ASSOCIATED WITH OPTIMAL STOPPING TIME PROBLEMS (Q3043554) (← links)
- Rate of convergence of finite difference approximations for degenerate ordinary differential equations (Q3420231) (← links)
- A priori estimates of smoothness of solutions to difference Bellman equations with linear and quasi-linear operators (Q3426019) (← links)
- ERROR ESTIMATES FOR A CLASS OF FINITE DIFFERENCE-QUADRATURE SCHEMES FOR FULLY NONLINEAR DEGENERATE PARABOLIC INTEGRO-PDES (Q3520561) (← links)
- Error bounds for monotone approximation schemes for parabolic Hamilton-Jacobi-Bellman equations (Q3592681) (← links)
- Implications of a regime-switching model on natural gas storage valuation and optimal operation (Q5190131) (← links)
- A fast algorithm for the two dimensional HJB equation of stochastic control (Q5315481) (← links)
- Dynamic portfolio selection with nonlinear transaction costs (Q5428305) (← links)
- A viscoelastic model with non-local damping application to the human lungs (Q5477290) (← links)
- On the rate of convergence of finite-difference approximations for Bellman equations with constant coefficients (Q5481303) (← links)
- NUMERICAL SOLUTIONS FOR THE CHERIDITO-SONER-TOUZI SUPER-REPLICATION MODEL UNDER GAMMA CONSTRAINTS (Q5483445) (← links)