Pages that link to "Item:Q943366"
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The following pages link to Error estimates for approximate solutions to Bellman equations associated with controlled jump-diffusions (Q943366):
Displaying 5 items.
- Convergence of a semi-discretization scheme for the Hamilton-Jacobi equation: a new approach with the adjoint method (Q465047) (← links)
- On finite-difference approximations for normalized Bellman equations (Q843969) (← links)
- On the LP formulation in measure spaces of optimal control problems for jump-diffusions (Q888805) (← links)
- Numerical solution of two asset jump diffusion models for option valuation (Q928833) (← links)
- On numerical approximations of fractional and nonlocal mean field games (Q6047304) (← links)
