Pages that link to "Item:Q4531296"

The following pages link to On the convergence rate of approximation schemes for Hamilton-Jacobi-Bellman Equations (Q4531296):

Displaying 50 items.

• On quadratic approximations for Hamilton-Jacobi-Bellman equations (Q254587) (← links)
• Error estimates for second order Hamilton-Jacobi-Bellman equations. Approximation of probabilistic reachable sets (Q255791) (← links)
• Value iteration convergence of \(\varepsilon\)-monotone schemes for stationary Hamilton-Jacobi equations (Q255805) (← links)
• Piecewise constant policy approximations to Hamilton-Jacobi-Bellman equations (Q256114) (← links)
• Convergence rate for the ordered upwind method (Q333193) (← links)
• Subsolutions that are close in the uniform norm are close in the Sobolev norm as well (Q442572) (← links)
• Outperforming the market portfolio with a given probability (Q453241) (← 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)
• Stochastic optimal control and linear programming approach (Q535338) (← 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)
• Error estimation and adaptive discretization for the discrete stochastic Hamilton-Jacobi-Bellman equation (Q706233) (← 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 the rate of convergence of difference approximations for uniformly nondegenerate elliptic Bellman's equations (Q742151) (← links)
• The rate of convergence of finite-difference approximations for Bellman equations with Lipschitz coefficients (Q816971) (← links)
• On finite-difference approximations for normalized Bellman equations (Q843969) (← links)
• The problem of optimal control with reflection studied through a linear optimization problem stated on occupational measures (Q847330) (← links)
• (Almost) everything you always wanted to know about deterministic control problems in stratified domains (Q887716) (← 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)
• On the non-existence of higher order monotone approximation schemes for HJB equations (Q900998) (← links)
• Error estimates for approximate solutions to Bellman equations associated with controlled jump-diffusions (Q943366) (← links)
• Continuous dependence results for non-linear Neumann type boundary value problems (Q952097) (← links)
• Discrete time high-order schemes for viscosity solutions of Hamilton- Jacobi-Bellman equations (Q1326378) (← links)
• On the rate of convergence of finite-difference approximations for Bellman's equations with variable coefficients (Q1572879) (← links)
• Consistency of a simple multidimensional scheme for Hamilton-Jacobi-Bellman equations (Q1773340) (← links)
• Continuous dependence estimates for viscosity solutions of integro-PDEs (Q1779287) (← links)
• Some applications of linear programming formulations in stochastic control (Q1935294) (← links)
• The non-locality of Markov chain approximations to two-dimensional diffusions (Q1996948) (← links)
• Error estimates for numerical approximation of Hamilton-Jacobi equations related to hybrid control systems (Q2019987) (← links)
• Comparison principle for Hamilton-Jacobi-Bellman equations via a bootstrapping procedure (Q2024989) (← 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)
• Hamilton-Jacobi equations for optimal control on multidimensional junctions with entry costs (Q2173296) (← links)
• Duality-based a posteriori error estimates for some approximation schemes for optimal investment problems (Q2212323) (← links)
• Large time behavior for some nonlinear degenerate parabolic equations (Q2250464) (← links)
• An approximation scheme for stochastic controls in continuous time (Q2257619) (← 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)
• Dynamic programming and error estimates for stochastic control problems with maximum cost (Q2340992) (← links)
• Error estimates for approximations of nonlinear uniformly parabolic equations (Q2351404) (← links)
• The rate of convergence of finite-difference approximations for parabolic bellman equations with Lipschitz coefficients in cylindrical domains (Q2384778) (← links)
• On the rate of convergence of the finite-difference approximations for parabolic Bellman equations with constant coefficients (Q2391241) (← links)
• Linearization techniques for controlled piecewise deterministic Markov processes; application to Zubov's method (Q2391933) (← links)
• Qualitative properties of generalized principal eigenvalues for superquadratic viscous Hamilton-Jacobi equations (Q2397181) (← links)
• Stochastic control with rough paths (Q2400494) (← links)