Numerical methods for two person games arising from transboundary pollution with emission permit trading
type: Item
instance of: scholarly article
title: Numerical methods for two person games arising from transboundary pollution with emission permit trading
zbMATH Open document ID: 1429.65187
author: Junyu Lai
author: J. W. L. Wan
author: Shuhua Zhang
published in: Applied Mathematics and Computation
publication date: 2019-11-27T00:00:00Z
Mathematics Subject Classification ID: 65M06
Mathematics Subject Classification ID: 65M12
Mathematics Subject Classification ID: 65M22
Mathematics Subject Classification ID: 91-08
Mathematics Subject Classification ID: 91A23
Mathematics Subject Classification ID: 91B76
zbMATH DE Number: 7137288
zbMATH Keywords: transboundary pollution
zbMATH Keywords: differential games
zbMATH Keywords: emission controls
zbMATH Keywords: HJB equation
zbMATH Keywords: finite difference method
zbMATH Keywords: wide stencil
MaRDI profile type: Publication
full work available at URL: j.amc.2018.12.053
OpenAlex ID: W2910265708
cites work: Dynamically consistent cooperative solution in a differential game of transboundary industrial pollution
cites work: A cooperative stochastic differential game of transboundary industrial pollution
cites work: A differential game of transboundary industrial pollution with emission permits trading
cites work: Dynamic behavior of CO\(_2\) spot prices
cites work: An upwind finite-difference method for the approximation of viscosity solutions to Hamilton-Jacobi-Bellman equations
cites work: Mixed finite-element methods for Hamilton-Jacobi-Bellman-type equations
cites work: User’s guide to viscosity solutions of second order partial differential equations
cites work: Q3355178
cites work: Numerical convergence properties of option pricing PDEs with uncertain volatility
cites work: Numerical solution of two asset jump diffusion models for option valuation
cites work: Numerical methods for dynamic Bertrand oligopoly and American options under regime switching
cites work: Semi-Lagrangian schemes for linear and fully non-linear diffusion equations
cites work: A penalty method for American options with jump diffusion processes
cites work: Viscosity solutions for monotone systems of second–order elliptic PDES
cites work: Approximation schemes for monotone systems of nonlinear second order partial differential equations: convergence result and error estimate
Wikidata QID: Q128566663
DOI: 10.1016/J.AMC.2018.12.053
description: scientific article; zbMATH DE number 7137288