Pages that link to "Item:Q1407246"
From MaRDI portal
The following pages link to Numerical solution of Hamilton-Jacobi-Bellman equations by an upwind finite volume method (Q1407246):
Displaying 36 items.
- A sparse Markov chain approximation of LQ-type stochastic control problems. (Q326794) (← links)
- An adaptive least-squares collocation radial basis function method for the HJB equation (Q421296) (← links)
- An ENO-based method for second-order equations and application to the control of dike levels (Q421325) (← links)
- A sparse collocation method for solving time-dependent HJB equations using multivariate \(B\)-splines (Q466457) (← links)
- A numerical algorithm based on a variational iterative approximation for the discrete Hamilton-Jacobi-Bellman (HJB) equation (Q552239) (← links)
- Hamilton-Jacobi-Bellman equations. Numerical methods and applications in optimal control. Based on the workshop ``Numerical methods for Hamilton-Jacobi equations in optimal control and related fields'', Linz, Austria, November 21--25, 2016 (Q721707) (← links)
- A numerical method for pricing European options with proportional transaction costs (Q740640) (← links)
- A radial basis collocation method for Hamilton-Jacobi-Bellman equations (Q858964) (← links)
- Optimal portfolios with regime switching and value-at-risk constraint (Q976262) (← links)
- On application of an alternating direction method to Hamilton--Jacobin--Bellman equations. (Q1428495) (← links)
- An implicit method for the finite time horizon Hamilton-Jacobi-Bellman quasi-variational inequalities (Q1664195) (← links)
- Feedback control problem of an SIR epidemic model based on the Hamilton-Jacobi-Bellman equation (Q2050018) (← links)
- A feedback design for numerical solution to optimal control problems based on Hamilton-Jacobi-Bellman equation (Q2055175) (← links)
- Numerical approximation of a system of Hamilton-Jacobi-Bellman equations arising in innovation dynamics (Q2161812) (← links)
- Robust min-max optimal control design for systems with uncertain models: a neural dynamic programming approach (Q2185769) (← links)
- Dynamic programming approach to the numerical solution of optimal control with paradigm by a mathematical model for drug therapies of HIV/AIDS (Q2254184) (← links)
- Approximation of optimal feedback control: a dynamic programming approach (Q2268935) (← links)
- The viscosity approximation to the Hamilton-Jacobi-Bellman equation in optimal feedback control: upper bounds for extended domains (Q2269752) (← links)
- An adaptive domain decomposition method for the Hamilton-Jacobi-Bellman equation (Q2393057) (← links)
- Pricing options on investment project expansions under commodity price uncertainty (Q2423283) (← links)
- A multivariate adaptive regression B-spline algorithm (BMARS) for solving a class of nonlinear optimal feedback control problems (Q2440707) (← links)
- An upwind finite difference method for a nonlinear Black-Scholes equation governing European option valuation under transaction costs (Q2453260) (← links)
- Numerical solution to the optimal feedback control of continuous casting process (Q2454724) (← links)
- Iterative upwind finite difference method with completed Richardson extrapolation for state-constrained HJB equations (Q2813615) (← links)
- A computational method for stochastic optimal control problems in financial mathematics (Q2821285) (← links)
- Convergence of an Upwind Finite-Difference Scheme for Hamilton–Jacobi–Bellman Equation in Optimal Control (Q2982518) (← links)
- Numerical procedure to approximate a singular optimal control problem (Q3507062) (← links)
- Numerical Methods for Finding Clustersolutions of Optimal Control Problems (Q4210406) (← links)
- An upwind finite-difference method for the approximation of viscosity solutions to Hamilton-Jacobi-Bellman equations (Q4489087) (← links)
- Ordered upwind methods for static Hamilton–Jacobi equations (Q4547681) (← links)
- Solving a class of Hamilton-Jacobi-Bellman equations using pseudospectral methods (Q4558744) (← links)
- A numerical approach to hybrid nonlinear optimal control (Q5012675) (← links)
- Actor-Critic Method for High Dimensional Static Hamilton--Jacobi--Bellman Partial Differential Equations based on Neural Networks (Q5021407) (← links)
- Approximate solution of the Hamilton-Jacobi-Bellman equation (Q5080103) (← links)
- Dynamic Programming Viscosity Solution Approach and Its Applications to Optimal Control Problems (Q5215349) (← links)
- Numerical solution of Hamilton–Jacobi–Bellman equations by an exponentially fitted finite volume method (Q5475294) (← links)
