A New Convergent Explicit Tree-Grid Method for HJB Equations in One Space Dimension (Q4690824)
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scientific article; zbMATH DE number 6962211
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A New Convergent Explicit Tree-Grid Method for HJB Equations in One Space Dimension |
scientific article; zbMATH DE number 6962211 |
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A New Convergent Explicit Tree-Grid Method for HJB Equations in One Space Dimension (English)
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22 October 2018
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tree-grid method
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Hamilton-Jacobi-Bellman equation
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stochastic control problem
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