The following pages link to (Q3355178):
Displaying 50 items.
- Value iteration convergence of \(\varepsilon\)-monotone schemes for stationary Hamilton-Jacobi equations (Q255805) (← links)
- A semi-Lagrangian scheme for a degenerate second order mean field game system (Q255834) (← links)
- Piecewise constant policy approximations to Hamilton-Jacobi-Bellman equations (Q256114) (← links)
- Discontinuous Galerkin finite element methods for time-dependent Hamilton-Jacobi-Bellman equations with Cordes coefficients (Q271569) (← links)
- Some qualitative properties for geometric flows and its Euler implicit discretization (Q272697) (← links)
- Dividend maximization in a hidden Markov switching model (Q293597) (← links)
- The applications of partial integro-differential equations related to adaptive wavelet collocation methods for viscosity solutions to jump-diffusion models (Q295205) (← links)
- A direct verification argument for the Hamilton-Jacobi equation continuum limit of nondominated sorting (Q299237) (← links)
- Numerical approximation for a portfolio optimization problem under liquidity risk and costs (Q315777) (← links)
- Convergence of space-time discrete threshold dynamics to anisotropic motion by mean curvature (Q325251) (← links)
- Regular finite fuel stochastic control problems with exit time (Q328524) (← links)
- Error estimates for approximation schemes of effective Hamiltonians arising in stochastic homogenization of Hamilton-Jacobi equations (Q342883) (← links)
- Utility maximization in an illiquid market in continuous time (Q343809) (← links)
- Numerical solution of the optimal transportation problem using the Monge-Ampère equation (Q348765) (← links)
- A model-free no-arbitrage price bound for variance options (Q373003) (← links)
- Optimal transportation under controlled stochastic dynamics (Q378799) (← links)
- Asymptotic mean value properties for the \(p\)-Laplacian (Q435151) (← links)
- Iterative methods for the solution of a singular control formulation of a GMWB pricing problem (Q453330) (← links)
- Local discontinuous Galerkin methods for one-dimensional second order fully nonlinear elliptic and parabolic equations (Q461209) (← links)
- Convergence of a semi-discretization scheme for the Hamilton-Jacobi equation: a new approach with the adjoint method (Q465047) (← links)
- A semi-Lagrangian approximation for the AMSS model of image processing (Q465048) (← links)
- A semi-Lagrangian scheme for the game \(p\)-Laplacian via \(p\)-averaging (Q465056) (← links)
- A stochastic control problem with delay arising in a pension fund model (Q483928) (← links)
- Dynamic pricing and periodic ordering for a stochastic inventory system with deteriorating items (Q503167) (← links)
- Convergence analysis of the fast sweeping method for static convex Hamilton-Jacobi equations (Q504045) (← links)
- Suboptimal feedback control of PDEs by solving HJB equations on adaptive sparse grids (Q514434) (← links)
- A partial differential equation for the rank one convex envelope (Q524312) (← links)
- Asymptotic statistical characterizations of \(p\)-harmonic functions of two variables (Q533526) (← links)
- A nonlinear PDE model for reconstructing a regular surface from sampled data using a level set formulation on triangular meshes (Q550905) (← links)
- An approximation scheme for Black-Scholes equations with delays (Q601061) (← links)
- Monotone schemes for a class of nonlinear elliptic and parabolic problems (Q602892) (← links)
- \(H^{1}\)-second order convergent estimates for non-Fickian models (Q617634) (← links)
- A Hamilton-Jacobi-Bellman approach to optimal trade execution (Q617638) (← links)
- Properties of a level set algorithm for the visibility problems (Q618356) (← links)
- The flexible, extensible and efficient toolbox of level set methods (Q618363) (← links)
- Vanishing moment method and moment solutions for fully nonlinear second order partial differential equations (Q618430) (← links)
- A mathematical modeling for the lookback option with jump-diffusion using binomial tree method (Q633968) (← links)
- A probabilistic numerical method for fully nonlinear parabolic PDEs (Q640058) (← links)
- The Peierls-Nabarro model as a limit of a Frenkel-Kontorova model (Q649756) (← links)
- Analysis of Galerkin methods for the fully nonlinear Monge-Ampère equation (Q649959) (← links)
- A study on moving mesh finite element solution of the porous medium equation (Q680217) (← links)
- Building up an illiquid stock position subject to expected fund availability: optimal controls and numerical methods (Q681935) (← links)
- A new algorithm for total variation based image denoising (Q692723) (← links)
- Uniqueness to elliptic and parabolic Hamilton-Jacobi-Bellman equations with non-smooth boundary (Q704241) (← links)
- Convergence of numerical schemes for viscosity solutions to integro-differential degenerate parabolic problems arising in financial theory (Q704796) (← links)
- A convergent monotone difference scheme for motion of level sets by mean curvature (Q706598) (← links)
- Optimal control of molecular dynamics using Markov state models (Q715243) (← links)
- Adjoint methods for the infinity Laplacian partial differential equation (Q715288) (← links)
- Filtered schemes for Hamilton-Jacobi equations: a simple construction of convergent accurate difference schemes (Q729008) (← links)
- A numerical method for pricing European options with proportional transaction costs (Q740640) (← links)
