Pages that link to "Item:Q816971"

The following pages link to The rate of convergence of finite-difference approximations for Bellman equations with Lipschitz coefficients (Q816971):

Displaying 38 items.

• Error estimates for second order Hamilton-Jacobi-Bellman equations. Approximation of probabilistic reachable sets (Q255791) (← links)
• A model-free no-arbitrage price bound for variance options (Q373003) (← links)
• Interior estimates for the first-order differences for finite-difference approximations for elliptic Bellman's equations (Q442565) (← links)
• Subsolutions that are close in the uniform norm are close in the Sobolev norm as well (Q442572) (← links)
• Local discontinuous Galerkin methods for one-dimensional second order fully nonlinear elliptic and parabolic equations (Q461209) (← links)
• On stochastic finite difference schemes (Q487686) (← links)
• Finite difference schemes for stochastic partial differential equations in Sobolev spaces (Q496118) (← links)
• Optimal control of elliptic differential inclusions with Dirichlet and Neumann boundary conditions (Q548710) (← 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 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)
• Continuous dependence results for non-linear Neumann type boundary value problems (Q952097) (← links)
• On randomized stopping (Q1002557) (← links)
• A fitted finite volume method for stochastic optimal control problems in finance (Q2144798) (← 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)
• Existence, uniqueness and regularity of solutions to systems of nonlocal obstacle problems related to optimal switching (Q2633720) (← links)
• Solving stochastic optimal control problem via stochastic maximum principle with deep learning method (Q2676795) (← links)
• An efficient numerical method for the robust optimal investment problem with general utility functions (Q2691508) (← links)
• On the convergence rate of finite difference methods for degenerate convection-diffusion equations in several space dimensions (Q2806043) (← links)
• Interior estimates for second-order differences of solutions of finite-difference elliptic Bellman’s equations (Q2840617) (← 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)
• 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)
• 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)
• Second order monotone finite differences discretization of linear anisotropic differential operators (Q4956921) (← links)
• Some non monotone schemes for Hamilton-Jacobi-Bellman equations (Q4967890) (← links)
• Finite element approximation of the Isaacs equation (Q5230137) (← links)
• Dual adaptive controls for linear system with unknown constant parameters (Q5391439) (← links)
• A stochastic approximation for fully nonlinear free boundary parabolic problems (Q5418783) (← links)