Pages that link to "Item:Q1572879"

The following pages link to On the rate of convergence of finite-difference approximations for Bellman's equations with variable coefficients (Q1572879):

Displaying 50 items.

• Optimality issues for a class of controlled singularly perturbed stochastic systems (Q255059) (← links)
• Error estimates for second order Hamilton-Jacobi-Bellman equations. Approximation of probabilistic reachable sets (Q255791) (← links)
• Piecewise constant policy approximations to Hamilton-Jacobi-Bellman equations (Q256114) (← links)
• Viscosity solutions of fully nonlinear parabolic path dependent PDEs. II (Q317470) (← links)
• Convergence of a semi-discretization scheme for the Hamilton-Jacobi equation: a new approach with the adjoint method (Q465047) (← links)
• Abel-type results for controlled piecewise deterministic Markov processes (Q513387) (← links)
• A piecewise deterministic Markov toy model for traffic/maintenance and associated Hamilton-Jacobi integrodifferential systems on networks (Q517928) (← links)
• Mayer and optimal stopping stochastic control problems with discontinuous cost (Q534752) (← links)
• Convergence rates of Markov chain approximation methods for controlled diffusions with stopping (Q601074) (← links)
• A probabilistic numerical method for fully nonlinear parabolic PDEs (Q640058) (← links)
• Viscosity solutions for a system of integro-PDEs and connections to optimal switching and control of jump-diffusion processes (Q708865) (← links)
• Existence of asymptotic values for nonexpansive stochastic control systems (Q741140) (← links)
• On finite-difference approximations for normalized Bellman equations (Q843969) (← links)
• Numerical methods for controlled regime-switching diffusions and regime-switching jump diffusions (Q856532) (← links)
• On time-inhomogeneous controlled diffusion processes in domains (Q879254) (← links)
• Discretisation of stochastic control problems for continuous time dynamics with delay (Q885948) (← links)
• On the LP formulation in measure spaces of optimal control problems for jump-diffusions (Q888805) (← links)
• Error estimates for approximations of nonhomogeneous nonlinear uniformly elliptic equations (Q889739) (← links)
• Error estimates for approximate solutions to Bellman equations associated with controlled jump-diffusions (Q943366) (← links)
• Time discretisation and rate of convergence for the optimal control of continuous-time stochastic systems with delay (Q946221) (← links)
• Continuous dependence results for non-linear Neumann type boundary value problems (Q952097) (← links)
• On randomized stopping (Q1002557) (← links)
• Discrete ABP estimate and convergence rates for linear elliptic equations in non-divergence form (Q1656374) (← links)
• Continuous dependence estimates for viscosity solutions of integro-PDEs (Q1779287) (← links)
• Mean value theorems for stochastic integrals (Q1872190) (← links)
• Discontinuous control problems with state constraints: linear formulations and dynamic programming principles (Q1947325) (← links)
• Error estimates for numerical approximation of Hamilton-Jacobi equations related to hybrid control systems (Q2019987) (← links)
• Numerical solutions for optimal control of stochastic Kolmogorov systems with regime-switching and random jumps (Q2137739) (← links)
• A fitted finite volume method for stochastic optimal control problems in finance (Q2144798) (← links)
• SIR epidemics with state-dependent costs and ICU constraints: a Hamilton-Jacobi verification argument and dual LP algorithms (Q2156346) (← links)
• Probabilistic error analysis for some approximation schemes to optimal control problems (Q2173064) (← links)
• Duality-based a posteriori error estimates for some approximation schemes for optimal investment problems (Q2212323) (← links)
• Improved order 1/4 convergence for piecewise constant policy approximation of stochastic control problems (Q2274122) (← links)
• Some regularity and convergence results for parabolic Hamilton-Jacobi-Bellman equations in bounded domains (Q2306692) (← links)
• Error estimates for approximations of nonlinear uniformly parabolic equations (Q2351404) (← links)
• Discrete time approximation of fully nonlinear HJB equations via BSDEs with nonpositive jumps (Q2354898) (← links)
• Feynman-Kac representation of fully nonlinear PDEs and applications (Q2355853) (← links)
• A control approach to robust utility maximization with logarithmic utility and time-consistent penalties (Q2372460) (← links)
• The rate of convergence of finite-difference approximations for parabolic bellman equations with Lipschitz coefficients in cylindrical domains (Q2384778) (← links)
• Optimal convergence rate of the explicit finite difference scheme for American option valuation (Q2390004) (← links)
• On the rate of convergence of the finite-difference approximations for parabolic Bellman equations with constant coefficients (Q2391241) (← links)
• Qualitative properties of generalized principal eigenvalues for superquadratic viscous Hamilton-Jacobi equations (Q2397181) (← links)
• Some non-monotone schemes for time dependent Hamilton-Jacobi-Bellman equations in stochastic control (Q2398476) (← links)
• Stochastic control with rough paths (Q2400494) (← links)
• PDE methods for optimal Skorokhod embeddings (Q2421278) (← links)
• On the rate of convergence of the binomial tree scheme for American options (Q2454708) (← links)
• Convergence rates for semi-discrete splitting approximations for degenerate parabolic equations with source teams (Q2568628) (← links)
• Characterization of the optimal trajectories for the averaged dynamics associated to singularly perturbed control systems (Q2637801) (← links)
• A survey of numerical solutions for stochastic control problems: some recent progress (Q2673253) (← links)
• A finite difference method for a numerical solution of elliptic boundary value problems (Q2690596) (← links)