The following pages link to (Q3355178):
Displaying 50 items.
- A convergent finite difference method for optimal transport on the sphere (Q2133049) (← links)
- Numerical viscosity solutions to Hamilton-Jacobi equations via a Carleman estimate and the convexification method (Q2134757) (← links)
- Error bounds for model reduction of feedback-controlled linear stochastic dynamics on Hilbert spaces (Q2137753) (← links)
- Mathematical and numerical analyses of a stochastic impulse control model with imperfect interventions (Q2138187) (← links)
- Convergence of adaptive discontinuous Galerkin and \(C^0\)-interior penalty finite element methods for Hamilton-Jacobi-Bellman and Isaacs equations (Q2143213) (← links)
- Dual-wind discontinuous Galerkin methods for stationary Hamilton-Jacobi equations and regularized Hamilton-Jacobi equations (Q2143371) (← links)
- Discontinuous Galerkin methods for a class of nonvariational problems (Q2143373) (← links)
- A fitted finite volume method for stochastic optimal control problems in finance (Q2144798) (← links)
- A convergence framework for optimal transport on the sphere (Q2149060) (← links)
- Convergence of discrete-time deterministic games to path-dependent Isaacs partial differential equations under quadratic growth conditions (Q2152593) (← links)
- Convergence of deterministic growth models (Q2154990) (← links)
- The existence of a bounded invariant region for compressible Euler equations in different gas states (Q2155100) (← links)
- Analysis and algorithms for \(\ell_p\)-based semi-supervised learning on graphs (Q2155799) (← links)
- Convergence of natural \(p\)-means for the \(p\)-Laplacian in the Heisenberg group (Q2157310) (← links)
- An envelope method for solving continuous-time stochastic models with occasionally binding constraints (Q2158325) (← links)
- Numerical approximation of a system of Hamilton-Jacobi-Bellman equations arising in innovation dynamics (Q2161812) (← links)
- Probabilistic error analysis for some approximation schemes to optimal control problems (Q2173064) (← links)
- Volatility uncertainty quantification in a stochastic control problem applied to energy (Q2176387) (← links)
- Generalizations of \(p\)-Laplace operator for image enhancement. II. (Q2184866) (← links)
- Optimal investment-consumption problem: post-retirement with minimum guarantee (Q2212151) (← links)
- Duality-based a posteriori error estimates for some approximation schemes for optimal investment problems (Q2212323) (← links)
- Regime-switching constrained viscosity solutions approach for controlling dam-reservoir systems (Q2212336) (← links)
- Finite difference methods for the Hamilton-Jacobi-Bellman equations arising in regime switching utility maximization (Q2219642) (← links)
- Indifference pricing under SAHARA utility (Q2223856) (← links)
- A fixed-point policy-iteration-type algorithm for symmetric nonzero-sum stochastic impulse control games (Q2232775) (← links)
- On the asymptotic optimality of the comb strategy for prediction with expert advice (Q2240467) (← links)
- On non-monotone approximation schemes for solutions of the second-order differential equations. (Q2249888) (← links)
- Finite element methods for fully nonlinear second order PDEs based on a discrete Hessian with applications to the Monge-Ampère equation (Q2252421) (← links)
- Verification by stochastic Perron's method in stochastic exit time control problems (Q2252480) (← links)
- An approximation scheme for stochastic controls in continuous time (Q2257619) (← links)
- Approximation of optimal feedback control: a dynamic programming approach (Q2268935) (← links)
- Convergence of a non-monotone scheme for Hamilton-Jacobi-Bellman equations with discontinuous initial data (Q2270141) (← links)
- An ordered upwind method with precomputed stencil and monotone node acceptance for solving static convex Hamilton-Jacobi equations (Q2276405) (← links)
- Asymptotic value in frequency-dependent games with separable payoffs: a differential approach (Q2280194) (← links)
- Stochastic differential games: a sampling approach via FBSDEs (Q2280204) (← links)
- Block trading: building up a stock position under a regime switching model (Q2283673) (← links)
- Stochastic hybrid differential games and match race problems (Q2287801) (← links)
- A partial differential equation obstacle problem for the level set approach to visibility (Q2291934) (← links)
- Prediction with expert advice: a PDE perspective (Q2303761) (← links)
- Some regularity and convergence results for parabolic Hamilton-Jacobi-Bellman equations in bounded domains (Q2306692) (← links)
- Consumption in incomplete markets (Q2308177) (← links)
- Optimal investment strategy post retirement without ruin possibility: a numerical algorithm (Q2315936) (← links)
- Analysis and computation of an optimality equation arising in an impulse control problem with discrete and costly observations (Q2332705) (← links)
- Finite mean field games: fictitious play and convergence to a first order continuous mean field game (Q2338129) (← links)
- Dynamic programming and error estimates for stochastic control problems with maximum cost (Q2340992) (← links)
- Directed last passage percolation with discontinuous weights (Q2342080) (← links)
- A monotone scheme for high-dimensional fully nonlinear PDEs (Q2346082) (← links)
- Monotone numerical schemes and feedback construction for hybrid control systems (Q2347571) (← links)
- General existence of solutions to dynamic programming equations (Q2347696) (← links)
- Statistical exponential formulas for homogeneous diffusion (Q2347703) (← links)
