Pages that link to "Item:Q4554791"

The following pages link to Convergence of Implicit Schemes for Hamilton--Jacobi--Bellman Quasi-Variational Inequalities (Q4554791):

Displaying 18 items.

• An implicit method for the finite time horizon Hamilton-Jacobi-Bellman quasi-variational inequalities (Q1664195) (← links)
• Regression Monte Carlo for impulse control (Q2094845) (← links)
• Mathematical and numerical analyses of a stochastic impulse control model with imperfect interventions (Q2138187) (← links)
• Hamilton-Jacobi-Bellman quasi-variational inequality arising in an environmental problem and its numerical discretization (Q2203922) (← links)
• Undiscounted bandit games (Q2212738) (← links)
• A fixed-point policy-iteration-type algorithm for symmetric nonzero-sum stochastic impulse control games (Q2232775) (← links)
• Analysis and computation of an optimality equation arising in an impulse control problem with discrete and costly observations (Q2332705) (← links)
• Weakly chained matrices, policy iteration, and impulse control (Q2805130) (← links)
• Stochastic optimal switching model for migrating population dynamics (Q3304317) (← links)
• The Existence and Uniqueness of Viscosity Solution to a Kind of Hamilton--Jacobi--Bellman Equation (Q4972762) (← links)
• Biological population management based on a Hamilton–Jacobi–Bellman equation with boundary blow up (Q5027392) (← links)
• Nonzero-Sum Stochastic Differential Games with Impulse Controls: A Verification Theorem with Applications (Q5108264) (← links)
• Error Estimates of Penalty Schemes for Quasi-Variational Inequalities Arising from Impulse Control Problems (Q5210849) (← links)
• A Penalty Scheme for Monotone Systems with Interconnected Obstacles: Convergence and Error Estimates (Q5232300) (← links)
• Limit equations of adaptive Erlangization and their application to environmental management (Q6052338) (← links)
• A semi-Lagrangian \(\epsilon\)-monotone Fourier method for continuous withdrawal GMWBs under jump-diffusion with stochastic interest rate (Q6556883) (← links)
• Cost-efficient monitoring of continuous-time stochastic processes based on discrete observations (Q6579516) (← links)
• Penalized schemes for Hamilton-Jacobi-Bellman quasi-variational inequalities arising in regime switching utility maximization with optimal stopping (Q6662399) (← links)