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An upwind finite-difference method for the approximation of viscosity solutions to Hamilton-Jacobi-Bellman equations

✍ Scribed by Wang, S.; Gao, F.; Teo, K. L.

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Numerical Solution of Hamilton-Jacobi-Be

✍ S. Wang; L.S. Jennings; K.L. Teo 📂 Article 📅 2003 🏛 Springer US 🌐 English ⚖ 906 KB

An approximate-analytical solution for t

✍ H. Saberi Nik; S. Effati; M. Shirazian 📂 Article 📅 2012 🏛 Elsevier Science 🌐 English ⚖ 268 KB

On the singular set for solutions to a c

✍ Paolo Albano 📂 Article 📅 2002 🏛 SP Birkhäuser Verlag Basel 🌐 English ⚖ 256 KB

A Penalty Method for the Numerical Solut

✍ Witte, J. H.; Reisinger, C. 📂 Article 📅 2011 🏛 Society for Industrial and Applied Mathematics 🌐 English ⚖ 288 KB

On the Hamilton--Jacobi--Bellman Equatio

✍ Hata, Hiroaki; Sheu, Shuenn-Jyi 📂 Article 📅 2012 🏛 Society for Industrial and Applied Mathematics 🌐 English ⚖ 299 KB

Probability methods for the convergence

✍ Harold J Kushner; Chen-Fu Yu 📂 Article 📅 1973 🏛 Elsevier Science 🌐 English ⚖ 959 KB