Pages that link to "Item:Q2840616"

The following pages link to Semi-Lagrangian schemes for linear and fully non-linear diffusion equations (Q2840616):

Displaying 20 items.

• Infinite Horizon Stochastic Optimal Control Problems with Running Maximum Cost (Q4684783) (← links)
• Some non monotone schemes for Hamilton-Jacobi-Bellman equations (Q4967890) (← links)
• A Narrow-stencil Finite Difference Method for Approximating Viscosity Solutions of Hamilton--Jacobi--Bellman Equations (Q4986815) (← links)
• Unified analysis of discontinuous Galerkin and<i>C</i>⁰-interior penalty finite element methods for Hamilton–Jacobi–Bellman and Isaacs equations (Q5006314) (← links)
• Joint Modeling and Calibration of SPX and VIX by Optimal Transport (Q5019589) (← links)
• On the time discretization of stochastic optimal control problems: The dynamic programming approach (Q5107968) (← links)
• Executive Stock Option Exercise with Full and Partial Information on a Drift Change Point (Q5144184) (← links)
• Error Estimates of Penalty Schemes for Quasi-Variational Inequalities Arising from Impulse Control Problems (Q5210849) (← links)
• Finite element approximation of the Isaacs equation (Q5230137) (← links)
• Robust Numerical Methods for Nonlocal (and Local) Equations of Porous Medium Type. Part I: Theory (Q5235476) (← links)
• Convergent Semi-Lagrangian Methods for the Monge--Ampère Equation on Unstructured Grids (Q5347516) (← links)
• A narrow-stencil framework for convergent numerical approximations of fully nonlinear second order PDEs (Q5866542) (← links)
• (Q5866543) (← links)
• On numerical approximations of fractional and nonlocal mean field games (Q6047304) (← links)
• Discrete‐time approximation for stochastic optimal control problems under the <i>G</i>‐expectation framework (Q6053701) (← links)
• Multigrid methods for convergent mixed finite difference scheme for Monge-Ampère equation (Q6163803) (← links)
• Analysis of a Narrow-Stencil Finite Difference Method for Approximating Viscosity Solutions of Fully Nonlinear Second Order Parabolic PDEs (Q6500194) (← links)
• A semi-Lagrangian \(\epsilon\)-monotone Fourier method for continuous withdrawal GMWBs under jump-diffusion with stochastic interest rate (Q6556883) (← links)
• A fast iterative PDE-based algorithm for feedback controls of nonsmooth mean-field control problems (Q6598495) (← links)
• Recent developments in machine learning methods for stochastic control and games (Q6615618) (← links)