An implicit method for the finite time horizon Hamilton-Jacobi-Bellman quasi-variational inequalities (Q1664195)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An implicit method for the finite time horizon Hamilton-Jacobi-Bellman quasi-variational inequalities |
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An implicit method for the finite time horizon Hamilton-Jacobi-Bellman quasi-variational inequalities (English)
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24 August 2018
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Hamilton-Jacobi-Bellman quasi variational inequalities
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numerical solutions
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stochastic optimal controls
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impulse controls
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viscosity solutions
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