Pages that link to "Item:Q5700282"
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The following pages link to Error Bounds for Monotone Approximation Schemes for Hamilton--Jacobi--Bellman Equations (Q5700282):
Displaying 50 items.
- Error estimates for second order Hamilton-Jacobi-Bellman equations. Approximation of probabilistic reachable sets (Q255791) (← links)
- Piecewise constant policy approximations to Hamilton-Jacobi-Bellman equations (Q256114) (← links)
- Subsolutions that are close in the uniform norm are close in the Sobolev norm as well (Q442572) (← links)
- Convergence of a semi-discretization scheme for the Hamilton-Jacobi equation: a new approach with the adjoint method (Q465047) (← links)
- Vanishing moment method and moment solutions for fully nonlinear second order partial differential equations (Q618430) (← links)
- A probabilistic numerical method for fully nonlinear parabolic PDEs (Q640058) (← links)
- Viscosity solutions for a system of integro-PDEs and connections to optimal switching and control of jump-diffusion processes (Q708865) (← links)
- On the rate of convergence of difference approximations for uniformly nondegenerate elliptic Bellman's equations (Q742151) (← links)
- On finite-difference approximations for normalized Bellman equations (Q843969) (← links)
- Error estimates for approximations of nonhomogeneous nonlinear uniformly elliptic equations (Q889739) (← links)
- Error estimates for approximate solutions to Bellman equations associated with controlled jump-diffusions (Q943366) (← links)
- Time discretisation and rate of convergence for the optimal control of continuous-time stochastic systems with delay (Q946221) (← links)
- Continuous dependence results for non-linear Neumann type boundary value problems (Q952097) (← links)
- On randomized stopping (Q1002557) (← links)
- Discrete ABP estimate and convergence rates for linear elliptic equations in non-divergence form (Q1656374) (← links)
- Continuous dependence estimates for viscosity solutions of integro-PDEs (Q1779287) (← links)
- The non-locality of Markov chain approximations to two-dimensional diffusions (Q1996948) (← links)
- A rotating-grid upwind fast sweeping scheme for a class of Hamilton-Jacobi equations (Q2037334) (← links)
- Donsker-type theorem for BSDEs: rate of convergence (Q2040042) (← 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)
- Improved order 1/4 convergence for piecewise constant policy approximation of stochastic control problems (Q2274122) (← links)
- Dynamic programming and error estimates for stochastic control problems with maximum cost (Q2340992) (← links)
- Error estimates for approximations of nonlinear uniformly parabolic equations (Q2351404) (← links)
- On the rate of convergence of the finite-difference approximations for parabolic Bellman equations with constant coefficients (Q2391241) (← links)
- Approximation schemes for viscosity solutions of fully nonlinear stochastic partial differential equations (Q2657924) (← links)
- A universal robust limit theorem for nonlinear Lévy processes under sublinear expectation (Q2699278) (← links)
- On the convergence rate of finite difference methods for degenerate convection-diffusion equations in several space dimensions (Q2806043) (← links)
- Robust Feedback Switching Control: Dynamic Programming and Viscosity Solutions (Q2822795) (← 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)
- On the Rate of Convergence of Finite-Difference Approximations for Elliptic Isaacs Equations in Smooth Domains (Q3448236) (← links)
- Fast weak–KAM integrators for separable Hamiltonian systems (Q3450032) (← links)
- ERROR ESTIMATES FOR A CLASS OF FINITE DIFFERENCE-QUADRATURE SCHEMES FOR FULLY NONLINEAR DEGENERATE PARABOLIC INTEGRO-PDES (Q3520561) (← links)
- Approximation of solutions of Hamilton-Jacobi equations on the Heisenberg group (Q3522259) (← links)
- Error bounds for monotone approximation schemes for parabolic Hamilton-Jacobi-Bellman equations (Q3592681) (← links)
- Numerical methods for dynamic Bertrand oligopoly and American options under regime switching (Q4554242) (← 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)
- Convergence Rate Estimates for Aleksandrov's Solution to the Monge--Ampère Equation (Q4620319) (← links)
- On the Rate of Convergence for Monotone Numerical Schemes for Nonlocal Isaacs Equations (Q4633793) (← links)
- Some non monotone schemes for Hamilton-Jacobi-Bellman equations (Q4967890) (← links)
- Computable Primal and Dual Bounds for Stochastic Control (Q5139676) (← links)
- An Approximation Scheme for Semilinear Parabolic PDEs with Convex and Coercive Hamiltonians (Q5208749) (← links)
- Finite element approximation of the Isaacs equation (Q5230137) (← links)
- A fast algorithm for the two dimensional HJB equation of stochastic control (Q5315481) (← links)
- A stochastic approximation for fully nonlinear free boundary parabolic problems (Q5418783) (← links)
- Dynamic portfolio selection with nonlinear transaction costs (Q5428305) (← links)
- Splitting methods for Hamilton‐Jacobi equations (Q5469036) (← links)
