Pages that link to "Item:Q4698679"

The following pages link to An approximation scheme for the optimal control of diffusion processes (Q4698679):

Displaying 31 items.

• Model reduction algorithms for optimal control and importance sampling of diffusions (Q2816523) (← links)
• Semi-Lagrangian schemes for linear and fully non-linear diffusion equations (Q2840616) (← links)
• A stochastic target approach for P\&L matching problems (Q2925345) (← links)
• Semi-Lagrangian discontinuous Galerkin schemes for some first- and second-order partial differential equations (Q2952998) (← links)
• ON THE RATE OF CONVERGENCE OF APPROXIMATION SCHEMES FOR BELLMAN EQUATIONS ASSOCIATED WITH OPTIMAL STOPPING TIME PROBLEMS (Q3043554) (← links)
• On the Discretization of Some Nonlinear Fokker--Planck--Kolmogorov Equations and Applications (Q3174823) (← links)
• (Q3342327) (← links)
• Rate of convergence of finite difference approximations for degenerate ordinary differential equations (Q3420231) (← links)
• Convex Duality Approach to the Optimal Control of Diffusions (Q3469018) (← links)
• Smooth Fit Principle for Impulse Control of Multidimensional Diffusion Processes (Q3557937) (← links)
• Error bounds for monotone approximation schemes for parabolic Hamilton-Jacobi-Bellman equations (Q3592681) (← links)
• (Q3995082) (← links)
• Approximation of integro-differential equations associated with piecewise deterministic process (Q4398188) (← links)
• On the convergence rate of approximation schemes for Hamilton-Jacobi-Bellman Equations (Q4531296) (← links)
• Robust Numerical Methods for Nonlocal (and Local) Equations of Porous Medium Type. Part II: Schemes and Experiments (Q4562245) (← links)
• High-order filtered schemes for time-dependent second order HJB equations (Q4579916) (← links)
• Hamilton–Jacobi–Bellman Equations (Q4609610) (← links)
• Mixed Finite Element Approximation of the Hamilton--Jacobi--Bellman Equation with Cordes Coefficients (Q4629329) (← links)
• Infinite Horizon Stochastic Optimal Control Problems with Running Maximum Cost (Q4684783) (← links)
• Some non monotone schemes for Hamilton-Jacobi-Bellman equations (Q4967890) (← links)
• Mixed Finite Element Approximation of Periodic Hamilton--Jacobi--Bellman Problems With Application to Numerical Homogenization (Q5006467) (← links)
• Discontinuous Galerkin and <i>C</i>⁰-IP finite element approximation of periodic Hamilton–Jacobi–Bellman–Isaacs problems with application to numerical homogenization (Q5066871) (← links)
• On Iteration Improvement for Averaged Expected Cost Control for One-Dimensional Ergodic Diffusions (Q5117358) (← links)
• Robust Numerical Methods for Nonlocal (and Local) Equations of Porous Medium Type. Part I: Theory (Q5235476) (← links)
• A fast algorithm for the two dimensional HJB equation of stochastic control (Q5315481) (← links)
• Blackwell Optimality for Controlled Diffusion Processes (Q5321756) (← links)
• Convergent Semi-Lagrangian Methods for the Monge--Ampère Equation on Unstructured Grids (Q5347516) (← links)
• On numerical approximations of fractional and nonlocal mean field games (Q6047304) (← links)
• A scheme for the game \(p\)-Laplacian and its application to image inpainting (Q6089562) (← links)
• Analysis of a Narrow-Stencil Finite Difference Method for Approximating Viscosity Solutions of Fully Nonlinear Second Order Parabolic PDEs (Q6500194) (← links)
• A neural network approach for stochastic optimal control (Q6598497) (← links)