The following pages link to (Q3355178):
Displaying 50 items.
- Numerical schemes for investment models with singular transactions (Q1890892) (← links)
- Numerical approximation of the \(H_ \infty\) norm of nonlinear systems (Q1899592) (← links)
- Fast sweeping methods for factored anisotropic eikonal equations: multiplicative and additive factors (Q1930410) (← links)
- A probabilistic-numerical approximation for an obstacle problem arising in game theory (Q1935502) (← links)
- Optimal trajectories of curvature constrained motion in the Hamilton-Jacobi formulation (Q1945372) (← links)
- Singular forward-backward stochastic differential equations and emissions derivatives (Q1950264) (← links)
- Optimal liquidation under partial information with price impact (Q1986008) (← links)
- Convergence \& rates for Hamilton-Jacobi equations with Kirchoff junction conditions (Q1986973) (← links)
- The non-locality of Markov chain approximations to two-dimensional diffusions (Q1996948) (← links)
- High-order filtered schemes for first order time dependent linear and non-linear partial differential equations (Q1997078) (← links)
- Maximizing expected terminal utility of an insurer with high gain tax by investment and reinsurance (Q2004551) (← links)
- Analysis and computation of a discrete costly observation model for growth estimation and management of biological resources (Q2004579) (← links)
- Hybrid fast sweeping methods for anisotropic eikonal equation in two-dimensional tilted transversely isotropic media (Q2007014) (← links)
- Numerical methods for two person games arising from transboundary pollution with emission permit trading (Q2009234) (← links)
- A numerical approach for a general class of the spatial segregation of reaction-diffusion systems arising in population dynamics (Q2012748) (← links)
- Solving the 2-D elliptic Monge-Ampère equation by a Kansa's method (Q2013026) (← links)
- An accelerated method for nonlinear elliptic PDE (Q2014026) (← links)
- Utility indifference pricing and hedging for structured contracts in energy markets (Q2014372) (← links)
- Finite difference methods for the infinity Laplace and \(p\)-Laplace equations (Q2016402) (← links)
- Convergent finite difference methods for one-dimensional fully nonlinear second order partial differential equations (Q2016403) (← links)
- A numerical study of a degenerate diffusion equation driven by a Heaviside function (Q2019586) (← links)
- Error estimates for numerical approximation of Hamilton-Jacobi equations related to hybrid control systems (Q2019987) (← links)
- A mean value formula for the variational \(p\)-Laplacian (Q2024996) (← links)
- A penalty scheme and policy iteration for nonlocal HJB variational inequalities with monotone nonlinearities (Q2027590) (← links)
- A free boundary characterisation of the root barrier for Markov processes (Q2032420) (← links)
- HJB and Fokker-Planck equations for river environmental management based on stochastic impulse control with discrete and random observation (Q2034924) (← links)
- A rotating-grid upwind fast sweeping scheme for a class of Hamilton-Jacobi equations (Q2037334) (← links)
- Stability and convergence of second order backward differentiation schemes for parabolic Hamilton-Jacobi-Bellman equations (Q2038422) (← links)
- Donsker-type theorem for BSDEs: rate of convergence (Q2040042) (← links)
- Approximation schemes for mixed optimal stopping and control problems with nonlinear expectations and jumps (Q2041006) (← links)
- A multidimensional problem of optimal dividends with irreversible switching: a convergent numerical scheme (Q2041014) (← links)
- On the weak convergence of Monge-Ampère measures for discrete convex mesh functions (Q2042533) (← links)
- A convexity enforcing \(C^0\) interior penalty method for the Monge-Ampère equation on convex polygonal domains (Q2049911) (← links)
- Variational \(p\)-harmonious functions: existence and convergence to \(p\)-harmonic functions (Q2049934) (← links)
- Convergence, stability analysis, and solvers for approximating sublinear positone and semipositone boundary value problems using finite difference methods (Q2059636) (← links)
- Convergent finite difference methods for fully nonlinear elliptic equations in three dimensions (Q2059829) (← links)
- Optimal oil production and taxation under mean reverting jump diffusion models (Q2059945) (← links)
- A finite difference method for the variational \(p\)-Laplacian (Q2063222) (← links)
- Hybrid control for optimal visiting problems for a single player and for a crowd (Q2065589) (← links)
- Multigrid methods for image registration model based on optimal mass transport (Q2073356) (← links)
- A convergent finite difference method for computing minimal Lagrangian graphs (Q2075874) (← links)
- A Carleman-based numerical method for quasilinear elliptic equations with over-determined boundary data and applications (Q2094314) (← links)
- Convergent semi-explicit scheme to a non-linear eikonal system (Q2098775) (← links)
- Local KPZ behavior under arbitrary scaling limits (Q2099803) (← links)
- Continuous vs. discrete time: some computational insights (Q2102869) (← links)
- McKean Feynman-Kac probabilistic representations of non-linear partial differential equations (Q2107414) (← links)
- Convergence of dynamic programming principles for the \(p\)-Laplacian (Q2119564) (← links)
- Optimal control model of an enterprise for single and inheriting periods of carbon emission reduction (Q2120594) (← links)
- Hamilton-Jacobi-Bellman-Isaacs equation for rational inattention in the long-run management of river environments under uncertainty (Q2122611) (← links)
- Finite element methods for isotropic Isaacs equations with viscosity and strong Dirichlet boundary conditions (Q2128614) (← links)
