The following pages link to (Q3355178):
Displaying 50 items.
- Hamilton–Jacobi–Bellman Equations (Q4609610) (← links)
- Convergence Rate Estimates for Aleksandrov's Solution to the Monge--Ampère Equation (Q4620319) (← links)
- Mixed Finite Element Approximation of the Hamilton--Jacobi--Bellman Equation with Cordes Coefficients (Q4629329) (← links)
- Convergent Two-Scale Filtered Scheme for the Monge--Ampère Equation (Q4631996) (← links)
- On the Rate of Convergence for Monotone Numerical Schemes for Nonlocal Isaacs Equations (Q4633793) (← links)
- Convergence Framework for the Second Boundary Value Problem for the Monge--Ampère Equation (Q4633800) (← links)
- The game theoretic<i>p</i>-Laplacian and semi-supervised learning with few labels (Q4644688) (← links)
- A semi-Lagrangian algorithm in policy space for hybrid optimal control problems (Q4646817) (← links)
- A convergent difference scheme for the infinity Laplacian: construction of absolutely minimizing Lipschitz extensions (Q4671835) (← links)
- Infinite Horizon Stochastic Optimal Control Problems with Running Maximum Cost (Q4684783) (← links)
- An approximation scheme for the optimal control of diffusion processes (Q4698679) (← links)
- The value function of the shallow lake problem as a viscosity solution of a HJB equation (Q4902582) (← links)
- Multigrid methods for two‐player zero‐sum stochastic games (Q4921813) (← links)
- On the numerical approximation of <i>p</i>‐biharmonic and ∞‐biharmonic functions (Q4966594) (← links)
- A class of robust numerical schemes to compute front propagation (Q4967372) (← links)
- Optimal inventory management and order book modeling (Q4967868) (← links)
- Some non monotone schemes for Hamilton-Jacobi-Bellman equations (Q4967890) (← links)
- Mean-Quadratic Variation Portfolio Optimization: A Desirable Alternative to Time-Consistent Mean-Variance Optimization? (Q4971982) (← links)
- A Narrow-stencil Finite Difference Method for Approximating Viscosity Solutions of Hamilton--Jacobi--Bellman Equations (Q4986815) (← links)
- (Q4998975) (← links)
- Convergence of the natural<i>p</i>-means for the<i>p</i>-Laplacian (Q4999563) (← links)
- Partial hedging and cash requirements in discrete time (Q5001180) (← links)
- Unified analysis of discontinuous Galerkin and<i>C</i><sup>0</sup>-interior penalty finite element methods for Hamilton–Jacobi–Bellman and Isaacs equations (Q5006314) (← links)
- Two-scale methods for convex envelopes (Q5018367) (← links)
- Joint Modeling and Calibration of SPX and VIX by Optimal Transport (Q5019589) (← links)
- Pathwise Solutions for Fully Nonlinear First- and Second-Order Partial Differential Equations with Multiplicative Rough Time Dependence (Q5038376) (← links)
- A Monotone Discretization for Integral Fractional Laplacian on Bounded Lipschitz Domains: Pointwise Error Estimates under Hölder Regularity (Q5058133) (← links)
- INFLATION, CENTRAL BANK AND SHORT-TERM INTEREST RATES: A NEW MODEL WITH CALIBRATION TO MARKET DATA (Q5061499) (← links)
- Monotone discretization of the Monge–Ampère equation of optimal transport (Q5074257) (← links)
- Tukey Depths and Hamilton--Jacobi Differential Equations (Q5075722) (← links)
- Exact Solutions and Approximations for Optimal Investment Strategies and Indifference Prices (Q5080130) (← links)
- Viscosity solutions and the pricing of European-style options in a Markov-modulated exponential Lévy model (Q5086465) (← links)
- A linear finite-difference scheme for approximating randers distances on cartesian grids (Q5093799) (← links)
- A PDE-Based Method for Shape Registration (Q5094618) (← links)
- On the time discretization of stochastic optimal control problems: The dynamic programming approach (Q5107968) (← links)
- A deterministic game interpretation for fully nonlinear parabolic equations with dynamic boundary conditions (Q5109184) (← links)
- Multiperiod Mean Conditional Value at Risk Asset Allocation: Is It Advantageous to Be Time Consistent? (Q5112727) (← links)
- Control-Theoretic Models of Environmental Crime (Q5113810) (← links)
- Explicit solutions of Jensen's auxiliary equations via extremal Lipschitz extensions (Q5118094) (← links)
- Constrained optimality for controlled switching diffusions with an application to stock purchasing (Q5120736) (← links)
- Optimal Market Making under Partial Information with General Intensities (Q5126677) (← links)
- Spoofing and Price Manipulation in Order-Driven Markets (Q5126679) (← links)
- Approximation of Hamilton-Jacobi equations with Caputo time-fractional derivative (Q5131860) (← links)
- A Semi-Lagrangian Scheme for Hamilton--Jacobi--Bellman Equations on Networks (Q5134978) (← links)
- Executive Stock Option Exercise with Full and Partial Information on a Drift Change Point (Q5144184) (← links)
- On a discrete scheme for time fractional fully nonlinear evolution equations (Q5151338) (← links)
- Monotone and Second Order Consistent Scheme for the Two Dimensional Pucci Equation (Q5152870) (← links)
- A Newton Algorithm for Semidiscrete Optimal Transport with Storage Fees (Q5162652) (← links)
- An iterative meshfree method for the elliptic monge–ampère equation in 2D (Q5175793) (← links)
- Mixed interior penalty discontinuous Galerkin methods for fully nonlinear second order elliptic and parabolic equations in high dimensions (Q5175795) (← links)
