The following pages link to (Q3355178):
Displaying 50 items.
- A Multiscale Domain Decomposition Algorithm for Boundary Value Problems for Eikonal Equations (Q5197623) (← links)
- An Approximation Scheme for Semilinear Parabolic PDEs with Convex and Coercive Hamiltonians (Q5208749) (← links)
- Dynamic Programming Viscosity Solution Approach and Its Applications to Optimal Control Problems (Q5215349) (← links)
- Twisted Lax–Oleinik formulas and weakly coupled systems of Hamilton–Jacobi equations (Q5229735) (← links)
- Finite element approximation of the Isaacs equation (Q5230137) (← links)
- Parameter Uncertainty in the Kalman--Bucy Filter (Q5232198) (← links)
- Improved Accuracy of Monotone Finite Difference Schemes on Point Clouds and Regular Grids (Q5240803) (← links)
- Minimal convex extensions and finite difference discretisation of the quadratic Monge–Kantorovich problem (Q5242580) (← links)
- OPTIMAL HIGH‐FREQUENCY TRADING IN A PRO RATA MICROSTRUCTURE WITH PREDICTIVE INFORMATION (Q5262513) (← links)
- A Unified Approach to the Well-Posedness of Some Non-Lambertian Models in Shape-from-Shading Theory (Q5266364) (← links)
- Convergence of a high-order compact finite difference scheme for a nonlinear Black–Scholes equation (Q5315457) (← links)
- A fast algorithm for the two dimensional HJB equation of stochastic control (Q5315481) (← links)
- Convergent Semi-Lagrangian Methods for the Monge--Ampère Equation on Unstructured Grids (Q5347516) (← links)
- Optimal Control of Conditional Value-at-Risk in Continuous Time (Q5347544) (← links)
- Convolution Kernels and Stability of Threshold Dynamics Methods (Q5355555) (← links)
- THE INVARIANT REGION FOR THE EQUATIONS OF NONISENTROPIC GAS DYNAMICS (Q5370798) (← links)
- An Overview of Viscosity Solutions of Path-Dependent PDEs (Q5374169) (← links)
- Variational and viscosity operators for the evolutionary Hamilton–Jacobi equation (Q5380276) (← links)
- (Q5385025) (← links)
- Continuous time mean‐variance optimal portfolio allocation under jump diffusion: An numerical impulse control approach (Q5407987) (← links)
- A stochastic approximation for fully nonlinear free boundary parabolic problems (Q5418783) (← links)
- Dynamic portfolio selection with nonlinear transaction costs (Q5428305) (← links)
- Asymptotic Perron's Method and Simple Markov Strategies in Stochastic Games and Control (Q5501201) (← links)
- A Hamilton–Jacobi approach to the control of the trapping time of a soliton by an external potential (Q5700384) (← links)
- The Optimal Interaction between a Hedge Fund Manager and Investor (Q5742506) (← links)
- A Numerical Scheme for the Quantile Hedging Problem (Q5853613) (← links)
- (Q5862220) (← links)
- Discrete Aleksandrov solutions of the Monge-Ampere equation (Q5866538) (← links)
- A narrow-stencil framework for convergent numerical approximations of fully nonlinear second order PDEs (Q5866542) (← links)
- A Monotone, Second Order Accurate Scheme for Curvature Motion (Q5866594) (← links)
- A general comparison principle for Hamilton Jacobi Bellman equations on stratified domains (Q5878130) (← links)
- Convergence of a regularized finite element discretization of the two-dimensional Monge–Ampère equation (Q5886863) (← links)
- Comparison principle for the Cauchy problem for Hamilton-Jacobi equations with discontinuous data (Q5945665) (← links)
- Discontinuous Galerkin finite element differential calculus and applications to numerical solutions of linear and nonlinear partial differential equations (Q5962591) (← links)
- Approximation of the Value Function for Optimal Control Problems on Stratified Domains (Q6040297) (← links)
- On numerical approximations of fractional and nonlocal mean field games (Q6047304) (← links)
- Limit equations of adaptive Erlangization and their application to environmental management (Q6052338) (← links)
- Discrete‐time approximation for stochastic optimal control problems under the <i>G</i>‐expectation framework (Q6053701) (← links)
- Penalty method for portfolio selection with capital gains tax (Q6054372) (← links)
- Analytical and numerical solutions to ergodic control problems arising in environmental management (Q6066349) (← links)
- Large Deviation Principle and Thermodynamic Limit of Chemical Master Equation via Nonlinear Semigroup (Q6066785) (← links)
- Superconcentration in surface growth (Q6074866) (← links)
- Speed-up of traveling waves by negative chemotaxis (Q6075481) (← links)
- Continuous and impulse controls differential game in finite horizon with Nash-equilibrium and application (Q6098966) (← links)
- Optimal stopping contract for public private partnerships under moral hazard (Q6105371) (← links)
- Adaptive mesh methods on compact manifolds via optimal transport and optimal information transport (Q6119276) (← links)
- Monotone meshfree methods for linear elliptic equations in non-divergence form via nonlocal relaxation (Q6134424) (← links)
- Symmetric cooperative motion in one dimension (Q6145696) (← links)
- A Convergent Quadrature-Based Method for the Monge–Ampère Equation (Q6155901) (← links)
- Mean value properties for p-harmonic functions for higher dimensions (Q6156227) (← links)
