Pages that link to "Item:Q1428495"
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The following pages link to On application of an alternating direction method to Hamilton--Jacobin--Bellman equations. (Q1428495):
Displaying 27 items.
- Application of variational iteration method for Hamilton-Jacobi-Bellman equations (Q358041) (← links)
- An adaptive least-squares collocation radial basis function method for the HJB equation (Q421296) (← links)
- A penalty approach to a discretized double obstacle problem with derivative constraints (Q496614) (← links)
- Semismooth Newton and Newton iterative methods for HJB equation (Q544221) (← links)
- Hamilton-Jacobi-Bellman equations. Numerical methods and applications in optimal control. Based on the workshop ``Numerical methods for Hamilton-Jacobi equations in optimal control and related fields'', Linz, Austria, November 21--25, 2016 (Q721707) (← links)
- High-performance computation of pricing two-asset American options under the Merton jump-diffusion model on a GPU (Q825500) (← links)
- A radial basis collocation method for Hamilton-Jacobi-Bellman equations (Q858964) (← links)
- An iterative algorithm for a quasivariational inequality system related to HJB equation (Q935760) (← links)
- A new iterative method for discrete HJB equations (Q957940) (← links)
- Optimal portfolios with regime switching and value-at-risk constraint (Q976262) (← links)
- A splitting algorithm for Hamilton-Jacobi-Bellman equations (Q1339327) (← links)
- Numerical solution of Hamilton-Jacobi-Bellman equations by an upwind finite volume method (Q1407246) (← links)
- Solving Hamilton-Jacobi-Bellman equations by a modified method of characteristics (Q1570932) (← links)
- Alternating direction algorithms for solving Hamilton-Jacobi-Bellman equations (Q1925030) (← links)
- A 2nd-order ADI finite difference method for a 2D fractional Black-Scholes equation governing European two asset option pricing (Q1997989) (← links)
- A fitted finite volume method for stochastic optimal control problems in finance (Q2144798) (← links)
- Dynamic programming approach to the numerical solution of optimal control with paradigm by a mathematical model for drug therapies of HIV/AIDS (Q2254184) (← links)
- Approximation of optimal feedback control: a dynamic programming approach (Q2268935) (← links)
- The viscosity approximation to the Hamilton-Jacobi-Bellman equation in optimal feedback control: upper bounds for extended domains (Q2269752) (← links)
- An adaptive domain decomposition method for the Hamilton-Jacobi-Bellman equation (Q2393057) (← links)
- A characterization of the value function for a class of degenerate control problems (Q2776390) (← links)
- Numerical Methods for Finding Clustersolutions of Optimal Control Problems (Q4210406) (← links)
- Domain decomposition algorithms for solving hamilton-jacobi-bellman equations (Q4293290) (← links)
- Solving a class of Hamilton-Jacobi-Bellman equations using pseudospectral methods (Q4558744) (← links)
- Polynomial Approximation of High-Dimensional Hamilton--Jacobi--Bellman Equations and Applications to Feedback Control of Semilinear Parabolic PDEs (Q4607635) (← links)
- Dynamic Programming Viscosity Solution Approach and Its Applications to Optimal Control Problems (Q5215349) (← links)
- The finite element approximation of Hamilton-Jacobi-Bellman equations (Q5948766) (← links)
