Pages that link to "Item:Q2813615"
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The following pages link to Iterative upwind finite difference method with completed Richardson extrapolation for state-constrained HJB equations (Q2813615):
Displaying 3 items.
- Numerical solution of Hamilton-Jacobi-Bellman equations by an upwind finite volume method (Q1407246) (← links)
- Pricing options on investment project expansions under commodity price uncertainty (Q2423283) (← links)
- An upwind finite-difference method for the approximation of viscosity solutions to Hamilton-Jacobi-Bellman equations (Q4489087) (← links)