The following pages link to (Q4871646):
Displaying 6 items.
- Multi-grid methods for Hamilton-Jacobi-Bellman equations (Q1065516) (← links)
- A control approach to robust utility maximization with logarithmic utility and time-consistent penalties (Q2372460) (← links)
- Multigrid methods for second-order Hamilton-Jacobi-Bellman and Hamilton-Jacobi-Bellman-Isaacs equations (Q2870693) (← links)
- Multigrid Methods and Sparse-Grid Collocation Techniques for Parabolic Optimal Control Problems with Random Coefficients (Q3567023) (← links)
- An optimal one-way multigrid algorithm for discrete-time stochastic control (Q3981753) (← links)
- A New Convergent Explicit Tree-Grid Method for HJB Equations in One Space Dimension (Q4690824) (← links)