9. A Reduced Basis Method For The Hamilton–Jacobi–Bellman Equation Within The European Union Emission Trading Scheme

DOI10.1515/9783110543599-009zbMath1404.35099arXiv1503.07560OpenAlexW4213121792MaRDI QIDQ4557482

Karsten Urban, Sebastian Steck

Publication date: 23 November 2018

Published in: Hamilton-Jacobi-Bellman Equations (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1503.07560

zbMATH Keywords

well-posedness

Mathematics Subject Classification ID

Error bounds for boundary value problems involving PDEs (65N15) Financial applications of other theories (91G80) Hamilton-Jacobi equations (35F21) PDEs in connection with control and optimization (35Q93)

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