Pages that link to "Item:Q256114"
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The following pages link to Piecewise constant policy approximations to Hamilton-Jacobi-Bellman equations (Q256114):
Displaying 15 items.
- Dual control Monte-Carlo method for tight bounds of value function in regime switching utility maximization (Q1683121) (← links)
- A finite difference scheme for variational inequalities arising in stochastic control problems with several singular control variables (Q1997321) (← links)
- Approximation schemes for mixed optimal stopping and control problems with nonlinear expectations and jumps (Q2041006) (← links)
- Continuous viscosity solutions to linear-quadratic stochastic control problems with singular terminal state constraint (Q2045151) (← links)
- Probabilistic error analysis for some approximation schemes to optimal control problems (Q2173064) (← links)
- Finite difference methods for the Hamilton-Jacobi-Bellman equations arising in regime switching utility maximization (Q2219642) (← links)
- Improved order 1/4 convergence for piecewise constant policy approximation of stochastic control problems (Q2274122) (← links)
- Weakly chained matrices, policy iteration, and impulse control (Q2805130) (← links)
- A simplified stochastic optimization model for logistic dynamics with control-dependent carrying capacity (Q3300982) (← links)
- Numerical methods for dynamic Bertrand oligopoly and American options under regime switching (Q4554242) (← links)
- High-order filtered schemes for time-dependent second order HJB equations (Q4579916) (← links)
- Robust stochastic control modeling of dam discharge to suppress overgrowth of downstream harmful algae (Q4627134) (← links)
- A Numerical Scheme for the Quantile Hedging Problem (Q5853613) (← links)
- Continuity of cost in Borkar control topology and implications on discrete space and time approximations for controlled diffusions under several criteria (Q6126973) (← links)
- Penalized schemes for Hamilton-Jacobi-Bellman quasi-variational inequalities arising in regime switching utility maximization with optimal stopping (Q6662399) (← links)
