Pages that link to "Item:Q2295323"

The following pages link to An interior penalty method for a large-scale finite-dimensional nonlinear double obstacle problem (Q2295323):

Displaying 15 items.

• A penalty approximation method for a semilinear parabolic double obstacle problem (Q480830) (← links)
• A penalty approach to a discretized double obstacle problem with derivative constraints (Q496614) (← links)
• A penalty method for a finite-dimensional obstacle problem with derivative constraints (Q742393) (← links)
• An interior penalty method for a finite-dimensional linear complementarity problem in financial engineering (Q1670525) (← links)
• A finite difference scheme for variational inequalities arising in stochastic control problems with several singular control variables (Q1997321) (← links)
• A power penalty approach to a mixed quasilinear elliptic complementarity problem (Q2052401) (← links)
• Penalty method for indifference pricing of American option in a liquidity switching market (Q2058423) (← links)
• A new semismooth Newton method for solving finite-dimensional quasi-variational inequalities (Q2072919) (← links)
• Numerical solution of an obstacle problem with interval coefficients (Q2178955) (← links)
• Pricing options on investment project contraction and ownership transfer using a finite volume scheme and an interior penalty method (Q2190271) (← links)
• An interior penalty approach to a large-scale discretized obstacle problem with nonlinear constraints (Q2200796) (← links)
• Hamilton-Jacobi-Bellman quasi-variational inequality arising in an environmental problem and its numerical discretization (Q2203922) (← links)
• On solutions of a partial integro-differential equation in Bessel potential spaces with applications in option pricing models (Q2227316) (← links)
• On necessary optimality conditions and exact penalization for a constrained fractional optimal control problem (Q6078632) (← links)
• Pricing European call options with interval-valued volatility and interest rate (Q6585537) (← links)