Semismooth Newton methods with a shooting-like technique for solving a constrained free-boundary HJB equation (Q2656089)
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| Language | Label | Description | Also known as |
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| English | Semismooth Newton methods with a shooting-like technique for solving a constrained free-boundary HJB equation |
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Semismooth Newton methods with a shooting-like technique for solving a constrained free-boundary HJB equation (English)
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10 March 2021
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Hamilton-Jacobi-Bellman equation
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free boundary
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projected semismooth Newton
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inequality state constraints
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stochastic control
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