FRINK Linked Data Fragments server

Matches in SemOpenAlex for { <https://semopenalex.org/work/W1991799089> ?p ?o ?g. }

• W1991799089 endingPage "S344" @default.
• W1991799089 startingPage "S323" @default.
• W1991799089 abstract "We propose multigrid methods for solving the discrete algebraic equations arising from the discretization of the second order Hamilton--Jacobi--Bellman (HJB) and Hamilton--Jacobi--Bellman--Isaacs (HJBI) equations. We propose a damped-relaxation method as a smoother for multigrid. In contrast with the standard policy iteration, the proposed damped-relaxation scheme is convergent for both HJB and HJBI equations. We show by local Fourier analysis that the damped-relaxation smoother effectively reduces high frequency error. For problems with large jumps in control, we develop restriction and interpolation methods to capture the jumps on the coarse grids as well as during the coarse grid correction. We will demonstrate the effectiveness of the proposed multigrid methods for solving HJB and HJBI equations arising from option pricing as well as problems where policy iteration does not converge or converges slowly." @default.
• W1991799089 created "2016-06-24" @default.
• W1991799089 creator A5028834493 @default.
• W1991799089 creator A5037750863 @default.
• W1991799089 date "2013-01-01" @default.
• W1991799089 modified "2023-09-25" @default.
• W1991799089 title "Multigrid Methods for Second Order Hamilton--Jacobi--Bellman and Hamilton--Jacobi--Bellman--Isaacs Equations" @default.
• W1991799089 cites W183349982 @default.
• W1991799089 cites W1978482491 @default.
• W1991799089 cites W1986325208 @default.
• W1991799089 cites W1986746311 @default.
• W1991799089 cites W1988747288 @default.
• W1991799089 cites W1999987512 @default.
• W1991799089 cites W2002788332 @default.
• W1991799089 cites W2003413173 @default.
• W1991799089 cites W2009529272 @default.
• W1991799089 cites W2017089923 @default.
• W1991799089 cites W2022328322 @default.
• W1991799089 cites W2042680115 @default.
• W1991799089 cites W2061508005 @default.
• W1991799089 cites W2076213360 @default.
• W1991799089 cites W2076818754 @default.
• W1991799089 cites W2088299544 @default.
• W1991799089 cites W2102369828 @default.
• W1991799089 cites W2115429274 @default.
• W1991799089 cites W2158102405 @default.
• W1991799089 cites W2158647718 @default.
• W1991799089 cites W2470369492 @default.
• W1991799089 cites W3124574885 @default.
• W1991799089 cites W3125213946 @default.
• W1991799089 cites W51114640 @default.
• W1991799089 cites W61439753 @default.
• W1991799089 doi "https://doi.org/10.1137/120881476" @default.
• W1991799089 hasPublicationYear "2013" @default.
• W1991799089 type Work @default.
• W1991799089 sameAs 1991799089 @default.
• W1991799089 citedByCount "14" @default.
• W1991799089 countsByYear W19917990892014 @default.
• W1991799089 countsByYear W19917990892016 @default.
• W1991799089 countsByYear W19917990892017 @default.
• W1991799089 countsByYear W19917990892019 @default.
• W1991799089 countsByYear W19917990892020 @default.
• W1991799089 countsByYear W19917990892021 @default.
• W1991799089 countsByYear W19917990892022 @default.
• W1991799089 crossrefType "journal-article" @default.
• W1991799089 hasAuthorship W1991799089A5028834493 @default.
• W1991799089 hasAuthorship W1991799089A5037750863 @default.
• W1991799089 hasConcept C121684516 @default.
• W1991799089 hasConcept C126255220 @default.
• W1991799089 hasConcept C134306372 @default.
• W1991799089 hasConcept C137119250 @default.
• W1991799089 hasConcept C137800194 @default.
• W1991799089 hasConcept C14646407 @default.
• W1991799089 hasConcept C15744967 @default.
• W1991799089 hasConcept C196978813 @default.
• W1991799089 hasConcept C2776029896 @default.
• W1991799089 hasConcept C2778860007 @default.
• W1991799089 hasConcept C28826006 @default.
• W1991799089 hasConcept C33923547 @default.
• W1991799089 hasConcept C41008148 @default.
• W1991799089 hasConcept C502989409 @default.
• W1991799089 hasConcept C73000952 @default.
• W1991799089 hasConcept C77805123 @default.
• W1991799089 hasConcept C93779851 @default.
• W1991799089 hasConceptScore W1991799089C121684516 @default.
• W1991799089 hasConceptScore W1991799089C126255220 @default.
• W1991799089 hasConceptScore W1991799089C134306372 @default.
• W1991799089 hasConceptScore W1991799089C137119250 @default.
• W1991799089 hasConceptScore W1991799089C137800194 @default.
• W1991799089 hasConceptScore W1991799089C14646407 @default.
• W1991799089 hasConceptScore W1991799089C15744967 @default.
• W1991799089 hasConceptScore W1991799089C196978813 @default.
• W1991799089 hasConceptScore W1991799089C2776029896 @default.
• W1991799089 hasConceptScore W1991799089C2778860007 @default.
• W1991799089 hasConceptScore W1991799089C28826006 @default.
• W1991799089 hasConceptScore W1991799089C33923547 @default.
• W1991799089 hasConceptScore W1991799089C41008148 @default.
• W1991799089 hasConceptScore W1991799089C502989409 @default.
• W1991799089 hasConceptScore W1991799089C73000952 @default.
• W1991799089 hasConceptScore W1991799089C77805123 @default.
• W1991799089 hasConceptScore W1991799089C93779851 @default.
• W1991799089 hasIssue "5" @default.
• W1991799089 hasLocation W19917990891 @default.
• W1991799089 hasOpenAccess W1991799089 @default.
• W1991799089 hasPrimaryLocation W19917990891 @default.
• W1991799089 hasRelatedWork W1991799089 @default.
• W1991799089 hasRelatedWork W2095382921 @default.
• W1991799089 hasRelatedWork W2114599381 @default.
• W1991799089 hasRelatedWork W2135765127 @default.
• W1991799089 hasRelatedWork W2177794182 @default.
• W1991799089 hasRelatedWork W2619487046 @default.
• W1991799089 hasRelatedWork W2970518087 @default.
• W1991799089 hasRelatedWork W4283206119 @default.
• W1991799089 hasRelatedWork W4286890456 @default.
• W1991799089 hasRelatedWork W800124178 @default.
• W1991799089 hasVolume "35" @default.
• W1991799089 isParatext "false" @default.
• W1991799089 isRetracted "false" @default.

• next