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A power penalty method for solving a nonlinear parabolic complementarity problem - MaRDI portal

A power penalty method for solving a nonlinear parabolic complementarity problem (Q943659)

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scientific article; zbMATH DE number 5323979
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A power penalty method for solving a nonlinear parabolic complementarity problem
scientific article; zbMATH DE number 5323979

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    A power penalty method for solving a nonlinear parabolic complementarity problem (English)
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    10 September 2008
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    nonlinear variational inequality
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    nonlinear complementarity problem
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    stochastic control
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    free boundary
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    obstacle problem
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    penalty method
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