A penalty scheme and policy iteration for nonlocal HJB variational inequalities with monotone drivers
DOI10.1016/J.CAMWA.2021.04.011zbMath1524.49050arXiv1805.06255MaRDI QIDQ6301643
zbMATH Open Web Interface contents unavailable due to conflicting licenses., Christoph Reisinger
Publication date: 16 May 2018
Dynamic programming in optimal control and differential games (49L20) Optimal stochastic control (93E20) Finite difference methods for initial value and initial-boundary value problems involving PDEs (65M06) Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs (65M12) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25)
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