Pages that link to "Item:Q1572879"

The following pages link to On the rate of convergence of finite-difference approximations for Bellman's equations with variable coefficients (Q1572879):

Displaying 31 items.

• An efficient numerical method for the robust optimal investment problem with general utility functions (Q2691508) (← links)
• A multidimensional exponential utility indifference pricing model with applications to counterparty risk (Q2796752) (← links)
• Stochastic target games and dynamic programming via regularized viscosity solutions (Q2800366) (← links)
• A dual algorithm for stochastic control problems: applications to uncertain volatility models and CVA (Q2808183) (← links)
• Interior estimates for second-order differences of solutions of finite-difference elliptic Bellman's equations (Q2840617) (← links)
• ON THE RATE OF CONVERGENCE OF APPROXIMATION SCHEMES FOR BELLMAN EQUATIONS ASSOCIATED WITH OPTIMAL STOPPING TIME PROBLEMS (Q3043554) (← links)
• Duality and Approximation of Stochastic Optimal Control Problems under Expectation Constraints (Q3382780) (← links)
• Approximation of solutions of Hamilton-Jacobi equations on the Heisenberg group (Q3522259) (← links)
• (Q3592246) (← links)
• On the convergence rate of approximation schemes for Hamilton-Jacobi-Bellman Equations (Q4531296) (← links)
• High-order filtered schemes for time-dependent second order HJB equations (Q4579916) (← links)
• Convergence Rate of an Explicit Finite Difference Scheme for a Credit Rating Migration Problem (Q4581765) (← links)
• Hedging of Covered Options with Linear Market Impact and Gamma Constraint (Q4588841) (← links)
• Numerical analysis of strongly nonlinear PDEs (Q4594243) (← links)
• On the Rate of Convergence for Monotone Numerical Schemes for Nonlocal Isaacs Equations (Q4633793) (← links)
• Some non monotone schemes for Hamilton-Jacobi-Bellman equations (Q4967890) (← links)
• Computable Primal and Dual Bounds for Stochastic Control (Q5139676) (← links)
• Second-Order Stochastic Target Problems with Generalized Market Impact (Q5205387) (← links)
• Border Avoidance: Necessary Regularity for Coefficients and Viscosity Approach (Q5207031) (← links)
• An Approximation Scheme for Semilinear Parabolic PDEs with Convex and Coercive Hamiltonians (Q5208749) (← links)
• A fast algorithm for the two dimensional HJB equation of stochastic control (Q5315481) (← links)
• On the rate of convergence of finite-difference approximations for Bellman equations with constant coefficients (Q5481303) (← links)
• Asymptotic Perron's Method and Simple Markov Strategies in Stochastic Games and Control (Q5501201) (← links)
• Asymptotic Control for a Class of Piecewise Deterministic Markov Processes Associated to Temperate Viruses (Q5501223) (← links)
• A Numerical Scheme for the Quantile Hedging Problem (Q5853613) (← links)
• Discrete‐time approximation for stochastic optimal control problems under the <i>G</i>‐expectation framework (Q6053701) (← links)
• Calibration of local‐stochastic volatility models by optimal transport (Q6054403) (← links)
• Rate of convergence for singular perturbations of Hamilton-Jacobi equations in unbounded spaces (Q6097694) (← links)
• Continuity of cost in Borkar control topology and implications on discrete space and time approximations for controlled diffusions under several criteria (Q6126973) (← links)
• Approximate Q Learning for Controlled Diffusion Processes and Its Near Optimality (Q6136230) (← links)
• A monotone scheme for \(\mathrm{G}\)-equations with application to the explicit convergence rate of robust central limit theorem (Q6540466) (← links)