Pages that link to "Item:Q996068"
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The following pages link to Error estimates for a stochastic impulse control problem (Q996068):
Displaying 6 items.
- Error estimates for second order Hamilton-Jacobi-Bellman equations. Approximation of probabilistic reachable sets (Q255791) (← links)
- Viscosity solutions for a system of integro-PDEs and connections to optimal switching and control of jump-diffusion processes (Q708865) (← links)
- Error estimates for numerical approximation of Hamilton-Jacobi equations related to hybrid control systems (Q2019987) (← links)
- Dynamic programming and error estimates for stochastic control problems with maximum cost (Q2340992) (← links)
- Error Estimates of Penalty Schemes for Quasi-Variational Inequalities Arising from Impulse Control Problems (Q5210849) (← links)
- A Penalty Scheme for Monotone Systems with Interconnected Obstacles: Convergence and Error Estimates (Q5232300) (← links)