Pages that link to "Item:Q2139765"
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The following pages link to Penalty and penalty-like methods for nonlinear HJB PDEs (Q2139765):
Displaying 5 items.
- Power penalty method for solving HJB equations arising from finance (Q2288647) (← links)
- Penalty methods for the solution of discrete HJB equations -- continuous control and obstacle problems (Q2903003) (← links)
- Limit equations of adaptive Erlangization and their application to environmental management (Q6052338) (← links)
- Penalty method for portfolio selection with capital gains tax (Q6054372) (← links)
- Dual stochastic descriptions of streamflow dynamics under model ambiguity through a Markovian embedding (Q6543319) (← links)